Estimation of Regression Coefficients in the Presence of Spatially Autocorrelated Error Terms
The Review of Economics and Statistics
1988
Spatial autocorrelation occurs when population members are related through their geographic location. This paper presents a maximum likelihood procedure for simultaneously estimating the parameters of the correlation function and the regression coefficients. A test for the presence of spatial autocorrelation is also provided. Estimation of an hedonic regression illustrates the technique. Copyright 1988 by MIT Press.
- DOI
- 10.2307/1926785
- Volume
- 70 (3)
- Pages
- 466
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