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On the bootstrap for Moran’s I test for spatial dependence

Jin, Fei; Lee, Lung-fei - In: Journal of Econometrics 184 (2015) 2, pp. 295-314

This paper is concerned with the use of the bootstrap for statistics in spatial econometric models, with a focus on the … test statistic for Moran’s I test for spatial dependence. We show that, for many statistics in spatial econometric models … refinements of the bootstrap are most commonly studied using Edgeworth expansions. For spatial econometric models, we may …

Persistent link: https://www.econbiz.de/10011117413

A Multi-method Research Strategy for Understanding Change in the Rate of Working Poor in the North Central Region of the United States

Anderson, Cynthia D.; Goe, W. Richard; Weng, Chih-Yuan - In: The Review of Regional Studies 37 (2007) 3, pp. 367-91

Spatial statistics, econometric modeling, and other quantitative research methods provide the dominant approach to …

Persistent link: https://www.econbiz.de/10010547688

PySAL: A Python Library of Spatial Analytical Methods

Rey, Sergio J.; Anselin, Luc - In: The Review of Regional Studies 37 (2007) 1, pp. 5-27

PySAL is an open source library for spatial analysis written in the object-oriented language Python. It is built upon … shared functionality in two exploratory spatial data analysis packages--GeoDA and STARS--and is intended to leverage the … components in a variety of spatial analytical problems are given, and plans for future development of PySAL are discussed. …

Persistent link: https://www.econbiz.de/10010547786

Endogeneity in empirical corporate finance

Roberts, Michael R.; Whited, Toni Marion - 2011 - Rev.

This chapter discusses how applied researchers in corporate finance can address endogeneity concerns. We begin by reviewing the sources of endogeneity - omitted variables, simultaneity, and measurement error - and their implications for inference. We then discuss in detail a number of...

Persistent link: https://www.econbiz.de/10009571811

Inference with dependent data using cluster covariance estimators

Bester, C. Alan; Conley, Timothy G.; Hansen, Christian B. - In: Journal of Econometrics 165 (2011) 2, pp. 137-151

This paper presents an inference approach for dependent data in time series, spatial, and panel data applications. The …

Persistent link: https://www.econbiz.de/10010577508

The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania

OPAIT, Gabriela - In: Economics and Applied Informatics (2010) 1, pp. 257-268

We can to analyse the dynamic of the average level for the social productivity of the work in Romania, by means of the statistical methods with view of the factorial influences on the base of indexes numbers.

Persistent link: https://www.econbiz.de/10008692183

Specification Testing in Models with Many Instruments

Anatolyev, Stanislav - 2009

This paper studies the asymptotic validity of the Anderson-Rubin (AR) test and the J test of overidentifying restrictions in linear models with many instruments. When the number of instruments increases at the same rate as the sample size, we establish that the conventional AR and J tests are...

Persistent link: https://www.econbiz.de/10013157075

Testing the one-part fractional response model against an alternative two-part model

Oberhofer, Harald; Pfaffermayr, Michael - 2011

This note proposes a generalized two-part model for fractional response variables that nests the one-part model proposed by Papke and Wooldridge (1996). Consequently, a Wald test allows to discriminate between these two competing models. A small scale Monte Carlo simulation demonstrates that the...

Persistent link: https://www.econbiz.de/10009731099

Misspecification in linear spatial regression models

Florax, Raymond J. G. M.; Nijkamp, Peter - 2003

Spatial effects are endemic in models based on spatially referenced data. The increased awareness of the relevance of … spatial interactions, spatial externalities and networking effects among actors, evoked the area of spatial econometrics …. Spatial econometrics focuses on the specification and estimation of regression models explicitly incorporating such spatial …

Persistent link: https://www.econbiz.de/10011334352

Discordant relaxations of misspecified models

Kédagni, Désiré; Li, Lixiong; Mourifié, Ismael - 2021

In many set identified models, it is difficult to obtain a tractable characterization of the identified set, therefore, empirical works often construct confidence region based on an outer set of the identified set. Because an outer set is always a superset of the identified set, this practice is...

Persistent link: https://www.econbiz.de/10012501418