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cemmap Working Papers
August 2005 (last revised November 2005 ) CWP10/05
Article
Spatial correlation robust inference with Errors in Location or Distance
Type: cemmap Working Papers
Authors: Timothy Conley and Francesca Molinari
ISSN: 1753-9196
Volume, issue, pages: 48 pp.
Now published in: Journal of Econometrics [Details]

This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. It investigates the impact of location/distance measurement errors upon the accuracy of parametric and nonparametric estimators of asymptotic variances.

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