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Detección de Dependencia Espacial mediante Análisis Simbólico

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2011): Detección de Dependencia Espacial mediante Análisis Simbólico.

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Abstract

Testing for the assumption of independence between spatial variables is an important first step in spatial conometrics. Usually the researchers use the bivariate generalization of the Moran’s statistic, specifying a spatial matrix a priori. This test is applicable only to detect linear relations in pairs of variables, which must be spatially non-autocorrelated. We develop a new non-parametric test, based on symbolic dynamics, that is free of these shortcomings. The test is consistent, computationally simple to obtain and powerful as shown in our Monte Carlo experiment.

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