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Davidson, Russell - HAL - 2009

Many simulation experiments have shown that, in a variety of circumstances, bootstrap tests perform better than current … asymptotic theory predicts. Specifically, the discrepancy between the actual rejection probability of a bootstrap test under the … which bootstrap procedures can be improved so as to yield more accurate inference. …

Persistent link: https://www.econbiz.de/10008793443

FDI convergence and Spatial Dependence between Chinese Provinces

Tanimoune, Nasser Ary; Renard, Mary-Françoise - HAL - 2011

This study aims at investigating the spatial dimension of the FDI. Considering the distribution of FDI between the provinces, our purpose is the spatial dependency that may be observed. Using data for 1992-2002, we find that taking into account the regional specification induces significant FDI...

Persistent link: https://www.econbiz.de/10008855837

The Role of Economic Space in Decision Making: A Comment

Flachaire, Emmanuel - HAL - 2005

This article is a comment on Margaret Slade (2005).

Persistent link: https://www.econbiz.de/10010750503

Regional Growth and Convergence: Heterogenous reaction versus interaction in spatial econometric approaches

Ertur, Cem; Gallo, Julie Le - HAL - 2008

This paper presents various approaches dealing with heterogeneous reaction combined with interaction between neighboring units of observation developed in the spatial econometric literature, in the framework of cross-sectional models, and applied to the study of growth and convergence processes....

Persistent link: https://www.econbiz.de/10008794748

Large sample properties of the matrix exponential spatial specification with an application to FDI

Debarsy, Nicolas; Jin, Fei; Lee, Lung-Fei - HAL - 2014

This paper studies large sample properties of the matrix exponential spatial specification (MESS). We find that the quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the QMLE of the SAR model. For the general model that has...

Persistent link: https://www.econbiz.de/10010930191

Large sample properties of the matrix exponential spatial specification with an application to FDI

Debarsy, Nicolas; Jin, Fei; Lee, Lung-Fei - HAL - 2013

Persistent link: https://www.econbiz.de/10010935045

A non-parametric method to nowcast the Euro Area IPI

Ferrara, Laurent; Raffinot, Thomas - HAL - 2008

by the European Commission. Moreover, we consider the methodology based on bootstrap replications to estimate the …

Persistent link: https://www.econbiz.de/10010750609

Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue

Flachaire, Emmanuel - HAL - 2005

. Les méthodes du bootstrap permettent d'obtenir une approximation de la vraie loi de la statistique en général plus précise … analytiquement. Dans cet article, nous présentons une méthodologie générale du bootstrap dans le contexte des modèles de régression. …

Persistent link: https://www.econbiz.de/10010750662

A better way to bootstrap pairs

Flachaire, Emmanuel - HAL - 1999

In this paper we are interested in heteroskedastic regression models, for which an appropriate bootstrap method is …

Persistent link: https://www.econbiz.de/10008791699

Les méthodes du bootstrap dans les modèles de régression

Flachaire, Emmanuel - HAL - 2001

Persistent link: https://www.econbiz.de/10008791731