Outer-product-of-gradients tests for spatial autoregressive models
Fei Jin, Lung-fei Lee
| Year of publication: |
2018
|
|---|---|
| Authors: | Jin, Fei ; Lee, Lung-fei |
| Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 72.2018, p. 35-57
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| Subject: | C(α) test | GMM test | LM test | OPG | Spatial dependence | Unknown heteroskedasticity | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Regionalökonomik | Regional economics | Theorie | Theory | Räumliche Interaktion | Spatial interaction | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.regsciurbeco.2017.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012108383