The DOI matches its Crossref record; 39 of the 39 references it cites were found in a registry or an index.
On the asymptotic distribution of the Moran I test statistic with applications
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Limited-dependent and qualitative variables in econometrics
Maddala, G. S. (1983) · Cambridge University Press eBooks · doi:10.1017/cbo9780511810176 · Cited by 13,240
Spatial Econometrics: Methods and Models
Anselin, L. (1988) · Studies in Operational Regional Science · doi:10.1007/978-94-015-7799-1 · Cited by 9,274
NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
MORAN, P. A. P. (1950) · Biometrika · doi:10.1093/biomet/37.1-2.17 · Cited by 8,622
Geography and TradePreprint
Krugman, P. (1991) · RePEc: Research Papers in Economics · Cited by 6,123
Martingale Limit Theory and its Application.
Loynes, R. M., Hall, P., & Heyde, C. C. (1984) · Journal of the Royal Statistical Society. Series A (General) · doi:10.2307/2981599 · Cited by 2,685
R D spillovers and the geography of innovation and production
Feldmann, M., & Audretsch, D. B. (1994) · OpenGrey (Institut de l'Information Scientifique et Technique) · Cited by 2,673
An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units
Moulton, B. R. (1990) · The Review of Economics and Statistics · doi:10.2307/2109724 · Cited by 2,630
Spatial Processes, Models and Applications
Anselin, L., Cliff, A. D., & Ord, J. K. (1983) · Economic Geography · doi:10.2307/143420 · Cited by 2,628
Kelejian, H. H., & Prucha, I. R. (1998) · The Journal of Real Estate Finance and Economics · doi:10.1023/a:1007707430416 · Cited by 1,976
Self-citationSimple diagnostic tests for spatial dependence
Anselin, L., Bera, A. K., Florax, R., & Yoon, M. J. (1996) · Regional Science and Urban Economics · doi:10.1016/0166-0462(95)02111-6 · Cited by 1,850
Cited by
Kelejian, H. H., & Prucha, I. R. (2010) · Journal of Econometrics · doi:10.1016/j.jeconom.2009.10.025 · Cited by 1,072
Self-citationTesting panel data regression models with spatial error correlation
Baltagi, B. H., Song, S. H., & Koh, W. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(03)00120-9 · Cited by 593
Yu, J., de Jong, R., & Lee, L.-F. (2008) · Journal of Econometrics · doi:10.1016/j.jeconom.2008.08.002 · Cited by 593
Large panels with common factors and spatial correlation
Pesaran, M. H., & Tosetti, E. (2011) · Journal of Econometrics · doi:10.1016/j.jeconom.2010.12.003 · Cited by 584
Some recent developments in spatial panel data models
Lee, L.-F., & Yu, J. (2010) · Regional Science and Urban Economics · doi:10.1016/j.regsciurbeco.2009.09.002 · Cited by 416
Metadata
- Authors
- H. Kelejian, H., & Prucha, I. R.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2001-09
- Volume
- 104
- Issue
- 2
- Pages
- 219-257
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2146326366
- Cited by
- 607
- References
- 39
- FWCI
- 32.22
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: On the asymptotic distribution of the Moran I test statistic with applications. https://app.cochat.ai/papers/10.1016/s0304-4076(01)00064-1
- The paper
- H. Kelejian, H., & Prucha, I. R. (2001). On the asymptotic distribution of the Moran I test statistic with applications. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(01)00064-1
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.