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subject:"Statistical test"
~person:"Robinson, Peter M."
~person:"Vogelsang, Timothy J."
~subject:"Regressionsanalyse"
~subject:"Spatial interaction"
~subject:"Theory"
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Search: subject_exact:"Autoregressives Modell"
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Robinson, Peter M.
Vogelsang, Timothy J.
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42
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33
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29
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19
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16
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10
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9
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8
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1
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10010234259
Saved in:
2
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.
;
Rossi, Francesca
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
Saved in:
3
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
Saved in:
4
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Saved in:
5
Nonparametric spectrum estimation for spatial data
Robinson, Peter M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003289013
Saved in:
6
Serial correlation robust LM type test for a shift in trend
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
30th anniversary edition
,
(pp. 97-131)
.
2012
Persistent link: https://www.econbiz.de/10009711998
Saved in:
7
Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002707940
Saved in:
8
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
9
A new asymptotic theory for heteroskedasticity-autocorrelation robust tests
Kiefer, Nicholas Maximilian
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003148418
Saved in:
10
A new asymptotic theory for heteroskedasticity : autocorrelation robust tests
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1130-1164
Persistent link: https://www.econbiz.de/10003193574
Saved in:
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