More on the F-test under nonspherical disturbances
Year of publication: |
2008
|
---|---|
Authors: | Krämer, Walter ; Hanck, Christoph |
Publisher: |
Dortmund : Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | F-test | spatial autocorrelation |
Series: | Technical Report ; 2008,14 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 600068560 [GVK] hdl:10419/36618 [Handle] RePEc:zbw:sfb475:200814 [RePEc] |
Source: |
-
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence
Sun, Yixiao, (2015)
-
More on the F-test under nonspherical disturbances
Krämer, Walter, (2008)
-
The robustness of the F-test to spatial autocorrelation among regression disturbances
Krämer, Walter, (2002)
- More ...
-
The exact bias of s2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph, (2011)
-
OLS-based estimation of the disturbance variance under spatial autocorrelation
Krämer, Walter, (2006)
-
More on the F-test under nonspherical disturbances
Krämer, Walter, (2008)
- More ...