Moran's I test of spatial panel data model — Based on bootstrap method |
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| Institution: | 1. School of Economics and Commerce, South China University of Technology, Guangzhou, China;2. School of Economics, Shenzhen Polytechnic, Shenzhen, China;1. Department of Economic Geography, Faculty of Spatial Sciences, University of Groningen, Landleven 1, 9747 AD, Groningen, The Netherlands;2. Department of Agricultural Economics, College of Economics and Management, Northwest A&F University,Yangling, Shaanxi, China;3. School of Geographical Science, East China Normal University, Shanghai, China |
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| Abstract: | Under the condition of the finite sample or the unknown distributed error term, testing for spatial dependence in panel data models is an unresolved problem in spatial econometrics. In this paper, a fast double bootstrap (FDB) method is used to construct bootstrap Moran's I tests for Moran's I test in spatial panel data models, and Monte Carlo simulation experiments are used to prove the effectiveness from two aspects including size distortion and power. The experiment results show that, in asymptotic Moran's I test, there is serious size distortion, which could be rectified in bootstrap Moran's I test. |
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