Some robust approaches to testing and estimation in spatial econometrics

Luc Anselin

Research output: Contribution to journalArticlepeer-review

105 Scopus citations


Some robust approaches are outlined that form a basis for a more realistic statistical inference in spatial econometric models. Three specific issues are addressed: significance tests on coefficients in the spatial expansion method that are robust to the presence of heteroskedasticity of unknown form; heteroskedasticity-robust specification tests for spatial dependence; and boot-strap estimation in spatial autoregressive models. The techniques are presented in formal terms and their application to spatial analysis is illustrated in a number of simple empirical examples.

Original languageEnglish (US)
Pages (from-to)141-163
Number of pages23
JournalRegional Science and Urban Economics
Issue number2
StatePublished - Sep 1990

ASJC Scopus subject areas

  • Economics and Econometrics
  • Urban Studies


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