Jin, Fei; Lee, Lung-fei - In: Journal of Econometrics 184 (2015) 2, pp. 295-314
This paper is concerned with the use of the bootstrap for statistics in spatial econometric models, with a focus on the test statistic for Moran’s I test for spatial dependence. We show that, for many statistics in spatial econometric models, the bootstrap can be studied based on...
