Publicación: A test for deterministic dynamics in spatial processes
Fecha
2019-01-19
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info:eu-repo/semantics/openAccess
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Resumen
We propose a statistical procedure to determine if a spatial structure that is observed in the data is generated by a deterministic (even chaotic) spatial process, rather than by a stochastic process. This procedure can be used as a specification test. It is robust against nonlinearity and nonstationarity and can complete the toolbox for testing diagnosis as well. The advantages of the presented methods are high power, simplicity, and ease and ample applicability for tests to be conducted, provided that weak conditions are required. Herein, we conduct several simulations to evaluate the performance of our procedure on well-known spatial processes and in situations where standard tests for spatial autocorrelation fail to detect spatial dependence. Guidelines for using the technique are also provided herein.
Descripción
Este es el manuscrito aceptado del artículo. La versión registrada fue publicada por primera vez en Spatial Economic Analysis, 14(3), 361-377, está disponible en línea en el sitio web del editor: https://doi.org/10.1080/17421772.2019.1559348
This is the accepted manuscript of the article. The registered version was first published in Spatial Economic Analysis, 14(3), 361-377, it is available online at the publisher's website: https://doi.org/10.1080/17421772.2019.1559348
Categorías UNESCO
Palabras clave
non-linear spatial dynamics, chaos, non-parametric econometrics, symbolic analysis, spatial trend
Citación
García-Córdoba, J. A., Matilla-García, M., & Ruiz Marin, M. (2019). A test for deterministic dynamics in spatial processes. Spatial Economic Analysis, 14(3), 361-377. DOI: https://doi.org/10.1080/17421772.2019.1559348
Centro
Facultades y escuelas::Facultad de Ciencias Económicas y Empresariales
Departamento
Economía Aplicada y Estadística