Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77372
Authors: 
Krämer, Walter
Year of Publication: 
2002
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2002,37
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.
Subjects: 
spatial autocorrelation
unbiased tests
power
Document Type: 
Working Paper

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