Can anyone give examples of cross-sectional data that exhibits autocorrelation other than spatial data?

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Justice Djokoto

Interesting questions. I associate myself with this question.

Dominique Achour-Fischer

The richer you are the more you save

The taller and good looking you are the higher your income

The more fashionable is your neighbourhood... the more expensive your house will be.

OK? You get it: the residuals on each of the auto-correlated variables will move in the same direction.

Should not be confused with multi-collinearity when 2 or more variables mean the same thing and become redundant.