%0 Journal Article 
%A López Hernández, Fernando Antonio
%A Artal Tur, Andrés
%A Mate Sánchez-Val, María Luz
%T Identificando estructuras espaciales no lineales utilizando test no paramétricos: Evidencias para las Regiones Europeas

%D 2012
%U http://hdl.handle.net/10317/5135
%X Accounting for spatial structures in econometric studies is becoming
an issue of special interest, given the presence of spatial dependence and spatial
heterogeneity problems arising in data. Generally, researchers have been employing
parametric tests for detecting spatial dependence structures: Moran’s I and LM tests
in spatial regressions are the most popular approaches employed in literature.However,
this approach remains misleading in the presence of nonlinear spatial structures,
inducing important biases in the estimation of the parameters of the model.
In this paper we illustrate that issue by applying three non-parametrical proposals
when testing for spatial structure in data. Empirical findings for the regions of the
European Union show important failures of traditional parametric tests if nonlinearities
characterise geo-referenced data. Our results clearly recommend employing new
families of tests, beyond parametrical ones, when working in such environments.
%K Economía Financiera y Contabilidad
%K Econometría
%K Econometrics
%K Medición
%K Measurement
%~ GOEDOC, SUB GOETTINGEN