On the Asymptotic Distribution of the Moran I Test Statistic with Applications
          
                  Harry H. Kelejian and Ingmar Prucha
      
  
, 
            2
      (    
                  104
      
  
)
            Journal of Econometrics
      
            219-257
      
            September
      
            2001
      
            JE104(2001).pdf296 KB
          
                          
      
  
  Abstract
              By far, the most popular test for spatial correlation is the one based on Moran’s (1950) I test statistic. Despite this, the available results in the literature concerning the large sample distribution of this statistic are limited and have been derived under assumptions that do not cover many applications of interest. In this paper we 3rst give a general result concerning the large sample distribution of Moran I type test statistics. We then apply this result to derive the large sample distribution of the Moran I test statistic for a variety of important models.