LM tests of spatial dependence based on bootstrap critical values
Zhenlin Yang
| Year of publication: |
2015
|
|---|---|
| Authors: | Yang, Zhenlin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 1, p. 33-59
|
| Subject: | Asymptotic refinements | Bootstrap | Edgeworth expansion | LM tests | Spatial dependence | Size | Power | Local misspecification | Heteroskedasticity | Wild bootstrap | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |
| 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/10011339908