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Moran-Flavored Tests with Nuisance Parameters: Examples

  • Joris Pinkse
Part of the Advances in Spatial Science book series (ADVSPATIAL)

Abstract

Since Moran (1950b) originally proposed his test of correlation, many authors have investigated its properties under varying conditions. In this chapter I demonstrate how new technical results of Pinkse (1999) can be used to verify that the Moran test, or a cross-correlation variant thereof (see Box and Jenkins, 1976, for a detailed discussion of cross-correlation in time series models), indeed has a limiting normal distribution under the null hypothesis of independence.

Keywords

Weight Matrix Linear Regression Model Probit Model Asymptotic Normality Nuisance Parameter 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • Joris Pinkse
    • 1
  1. 1.The Pennsylvania State UniversityUSA

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