LM tests of spatial dependence based on bootstrap critical values
Year of publication: |
2015
|
---|---|
Authors: | Yang, Zhenlin |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 185.2015, 1, p. 33-59
|
Publisher: |
Elsevier |
Subject: | Asymptotic refinements | Bootstrap | Edgeworth expansion | LM tests | Spatial dependence | Size | Power | Local misspecification | Heteroskedasticity | Wild bootstrap |
-
LM Tests of Spatial Dependence Based on Bootstrap Critical Values
Yang, Zhenlin, (2013)
-
LM tests of spatial dependence based on bootstrap critical values
Yang, Zhenlin, (2015)
-
Bootstrap-Based Improvements for Inference with Clustered Errors
Miller, Doug, (2006)
- More ...
-
A robust LM test for spatial error components
Yang, Zhenlin, (2010)
-
A modified family of power transformations
Yang, Zhenlin, (2006)
-
LM tests of spatial dependence based on bootstrap critical values
Yang, Zhenlin, (2015)
- More ...