{"title":"中心变量空间自相关的简单检验","authors":"J. Mur","doi":"10.18800/ECONOMIA.202101.003","DOIUrl":null,"url":null,"abstract":"We present a simple test of spatial autocorrelation based on the skedastic structure of the spatial series. Its distribution function is known for all sample sizes. Moreover, it is very simple to obtain, specially in a case of small samples where the new GQsp test has great power, higher than other alternatives existing in the literature.","PeriodicalId":84551,"journal":{"name":"De economia","volume":"297 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A Simple Test of Spatial Autocorrelation for Centered Variables\",\"authors\":\"J. Mur\",\"doi\":\"10.18800/ECONOMIA.202101.003\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We present a simple test of spatial autocorrelation based on the skedastic structure of the spatial series. Its distribution function is known for all sample sizes. Moreover, it is very simple to obtain, specially in a case of small samples where the new GQsp test has great power, higher than other alternatives existing in the literature.\",\"PeriodicalId\":84551,\"journal\":{\"name\":\"De economia\",\"volume\":\"297 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-05-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"De economia\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.18800/ECONOMIA.202101.003\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"De economia","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.18800/ECONOMIA.202101.003","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A Simple Test of Spatial Autocorrelation for Centered Variables
We present a simple test of spatial autocorrelation based on the skedastic structure of the spatial series. Its distribution function is known for all sample sizes. Moreover, it is very simple to obtain, specially in a case of small samples where the new GQsp test has great power, higher than other alternatives existing in the literature.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
