Large-sample inference on spatial dependence
针对截面数据可能存在的空间依赖但无空间相关性的情况，提出空间随机波动模型，用伪高斯极大似然估计参数并建立渐近性质，开发空间独立性检验。
Summary: We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent. We demonstrate that a spatial version of the stochastic volatility model of …nancial econometrics, entailing a form of spatial autoregression, can explain such behaviour. The parameters are estimated by pseudo Gaussian maximum likelihood based on log-transformed squares, and consistency and asymptotic normality are established. Asymptotically valid tests for spatial independence are developed.