Finite Sample Power of Cliff-Ord-Type-Tests for Spatial Disturbance Correlation in Linear Regression

dc.contributor.author	Krämer, Walter	de
dc.date.accessioned	2004-12-06T18:50:12Z
dc.date.available	2004-12-06T18:50:12Z
dc.date.issued	2002	de
dc.description.abstract	The paper considers tests against for autocorrelation among the disturbances in linear regression models that can be expressed as ratios of quadratic forms. It shows that such tests are in general not unbiased and that power can even drop to zero for certain regressors and spatial weight matrices. Whether or not this can happen is however easily diagnosed for given regressors and for given spatial weights.	en
dc.format.extent	121358 bytes
dc.format.extent	467804 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/5231
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5430
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	spatial autocorrelation	en
dc.subject	unbiased tests	en
dc.subject	power	en
dc.subject.ddc	310	de
dc.title	Finite Sample Power of Cliff-Ord-Type-Tests for Spatial Disturbance Correlation in Linear Regression	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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