Diagnostics for spatial autocorrelation by means of Moran’s in the time-averaged residuals of the estimations of Table 2.
Spatial scale
Minimum comparable area (MCA)
Micro-region
Meso-region
State
Method
OLS
FE
FD
SYS-GMM
OLS
FE
FD
SYS-GMM
OLS
FE
FD
SYS-GMM
OLS
FE
FD
SYS-GMM
Diagnostics for spatial autocorrelation—Spatial weight matrix:
400 km cut-off
0.1983***
++
0.1621***
0.2589***
—
++
—
—
—
++
—
—
—
++
—
—
500 km cut-off
0.1586***
++
0.1331***
0.2184***
0.1401***
++
0.2577***
0.1653***
—
++
—
—
—
++
—
—
600 km cut-off
0.1262***
++
0.1076***
0.1852***
0.1156***
++
0.2134***
0.1274***
0.1742***
++
0.2561***
0.4874***
—
++
—
—
700 km cut-off
0.1010***
++
0.0874***
0.1614***
0.0842***
++
0.1812***
0.0835***
0.1373***
++
0.2070***
0.4484***
—
++
—
—
800 km cut-off
0.0810***
++
0.0685***
0.1416***
0.0601***
++
0.1488***
0.0487***
0.0950***
++
0.2224***
0.4130***
0.1718*
++
0.0158
0.1334
900 km cut-off
0.0675***
++
0.0524***
0.1253***
0.0448***
++
0.1292***
0.0239***
0.0785***
++
0.1493***
0.3990***
0.0947
++
0.0765
0.1026
1,000 km cut-off
0.0600***
++
0.0409***
0.1148***
0.0387***
++
0.1104***
0.0080**
0.0707***
++
0.1258***
0.3623***
0.0561
++
0.0160
0.0481
1,500 km cut-off
0.0459***
++
0.0274***
0.0784***
0.0318***
++
0.0687***
−0.0053
0.0304***
++
0.0789***
0.2300***
−0.0573
++
0.0358
−0.0594
2,000 km cut-off
0.0236***
++
0.0169***
0.0417***
0.0106***
++
0.0441***
0.0053*
−0.0029
++
0.0480***
0.1267***
−0.0783
++
0.0098
0.0286
Note: ***significant at 1%, **significant at 5%, *significant at 10% based on the permutation approach with ten thousand permutations. The residuals of the panel data estimations were time averaged and then Moran’s statistics were calculated. ++ For fixed-effects (FE) estimations, the time-averaged residuals are zero by construction; therefore, Moran’s is not calculated.
