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A Wald Test for Spatial Nonstationarity

A test strategy consisting of a two-step Lagrange multiplier test was recently suggested as a deviceto reveal spatial nonstationarity, spurious spatial regression and presence of a spatial cointegratingrelationship between two variables. Due to the well known radicality of such pre-tests in finite s...

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發表在:Estudios de Economía Aplicada
Main Authors: Jorgen Lauridsen, Reinhold Kosfeld
格式: Artigo
語言:Inglês
出版: Asociación Internacional de Economía Aplicada 2004
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在線閱讀:https://www.redalyc.org/articulo.oa?id=30122305
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