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 |
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