Improved Lagrange multiplier tests in spatial autoregressions
Peter M. Robinson and Francesca Rossi
| Year of publication: |
2014
|
|---|---|
| Authors: | Robinson, Peter M. ; Rossi, Francesca |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 1, p. 139-164
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| Subject: | Bootstrap | Edgeworth expansion | Finite-sample corrections | Lagrange multiplier test | Spatial autocorrelation | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach | Multiplikator | Multiplier | Räumliche Interaktion | Spatial interaction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498750