A Simple Test of Spatial Autocorrelation for Centered Variables

dc.contributor.author	Mur, Jesús
dc.date.accessioned	2022-10-03T16:47:04Z
dc.date.accessioned	2022-10-03T21:18:37Z
dc.date.available	2022-10-03T16:47:04Z
dc.date.available	2022-10-03T21:18:37Z
dc.date.issued	2021-05-06
dc.identifier.uri	https://revistas.pucp.edu.pe/index.php/economia/article/view/23711/22646
dc.identifier.uri	https://repositorio.pucp.edu.pe/index/handle/123456789/186819
dc.description.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.	en_US
dc.format	application/pdf
dc.language.iso	eng
dc.publisher	Pontificia Universidad Católica del Perú	es_ES
dc.relation.ispartof	urn:issn:2304-4306
dc.relation.ispartof	urn:issn:0254-4415
dc.rights	info:eu-repo/semantics/openAccess	es_ES
dc.rights.uri	http://creativecommons.org/licenses/by/4.0	*
dc.source	Economía; Volume 44 Issue 87 (2021)	es_ES
dc.subject	Spatial autocorrelation	en_US
dc.subject	Moran’s I	en_US
dc.subject	Small samples	en_US
dc.title	A Simple Test of Spatial Autocorrelation for Centered Variables	en_US
dc.type	info:eu-repo/semantics/article
dc.type.other	Artículo
dc.subject.ocde	https://purl.org/pe-repo/ocde/ford#5.02.01
dc.publisher.country	PE
dc.identifier.doi	https://doi.org/10.18800/economia.202101.003

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