dc.creatorMur, Jesús
dc.date2022-10-03T16:47:04Z
dc.date2022-10-03T21:18:37Z
dc.date2022-10-03T16:47:04Z
dc.date2022-10-03T21:18:37Z
dc.date2021-05-06
dc.date.accessioned2023-03-08T23:06:12Z
dc.date.available2023-03-08T23:06:12Z
dc.identifierhttps://revistas.pucp.edu.pe/index.php/economia/article/view/23711/22646
dc.identifierhttps://repositorio.pucp.edu.pe/index/handle/123456789/186819
dc.identifierhttps://doi.org/10.18800/economia.202101.003
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5986990
dc.descriptionWe present a simple test of spatial autocorrelation based on the skedastic structure of the spatial series. Its distribution function is known for all sample sizes. Moreover, it is very simple to obtain, specially in a case of small samples where the new GQsp test has great power, higher than other alternatives existing in the literature.
dc.formatapplication/pdf
dc.languageeng
dc.publisherPontificia Universidad Católica del Perú
dc.publisherPE
dc.relationurn:issn:2304-4306
dc.relationurn:issn:0254-4415
dc.rightsAttribution 4.0 International
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://creativecommons.org/licenses/by/4.0
dc.sourceEconomía; Volume 44 Issue 87 (2021)
dc.subjectSpatial autocorrelation
dc.subjectMoran’s I
dc.subjectSmall samples
dc.subjecthttps://purl.org/pe-repo/ocde/ford#5.02.01
dc.titleA Simple Test of Spatial Autocorrelation for Centered Variables
dc.typeinfo:eu-repo/semantics/article
dc.typeArtículo


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