Table 6: 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.