Researchers using spatial econometric methods generally assume a known structure for the process being modeled embedded in a spatial weights matrix. The present paper evaluates the performance of the J-test in selecting the most appropriate spatial structure in the context of a Monte Carlo study. Results suggest that the J-test performs well when used to select between different weights matrices. Increases in power are associated with the use of the full set of instruments. © 2010 Springer Science+Business Media, LLC.
Spatial J-test: Some Monte Carlo evidence
Piras G.
;
2012-01-01
Abstract
Researchers using spatial econometric methods generally assume a known structure for the process being modeled embedded in a spatial weights matrix. The present paper evaluates the performance of the J-test in selecting the most appropriate spatial structure in the context of a Monte Carlo study. Results suggest that the J-test performs well when used to select between different weights matrices. Increases in power are associated with the use of the full set of instruments. © 2010 Springer Science+Business Media, LLC.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
Piras-Lozano-Gracia2012_Article_SpatialJ-testSomeMonteCarloEvi.pdf
Solo gestori archivio
Descrizione: Article
Tipologia:
PDF editoriale
Dimensione
620.6 kB
Formato
Adobe PDF
|
620.6 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
