【摘要】We evaluate the usefulness of the spatial scan test in speci?cation testing for spatialeconometric models. The null hypothesis assumes equality of the mean values of a variable inall the locations of a geo-referenced data set. The alternative hypothesis relies on the existenceof one (or more) spatial cluster(s) where mean values differ from those of the rest of the sample.First, we conduct a Monte-Carlo simulation study to analyse the properties of this test whenapplied to regression residuals. Second, we illustrate this test with an empirical application onhousing prices in Madrid.
【关键词】 Spatial scan test;spatial autocorrelation;specification test;Monte Carlo simula-tion;housing prices
【文献来源】Fernando A. Lopez; Coro Chasco;Julie Le Gallo.Papers in Regional Studies.2015(2)