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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
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Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
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LM tests of spatial dependence based on bootstrap critical values
Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10011339908
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Estimation of multi-state life table functions and their variability from complex survey data using the SPACE Program
Cai, Liming; Hayward, Mark; Saito, Yasuhiko; Lubitz, James - In: Demographic Research 22 (2010) 6, pp. 129-158
sampling variability. It has several advantages over other programs, including the use of microsimulation and the bootstrap … deterministic approach, and may be especially advantageous in investigating distributions of MSLT functions. The bootstrap method …
Persistent link: https://www.econbiz.de/10008545911
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Children facing economic hardships in the United States
Lu, Hsien-Hen; Palmer, Julian; Song, Younghwan; Lennon, … - In: Demographic Research 10 (2004) 11, pp. 287-338
This paper helps document significant improvements in the child low-income rate as well as the significant decrease in the proportion of children who relied on public assistance in the United States during the 1990s. Many disadvantaged groups of children were less likely to live in poor or...
Persistent link: https://www.econbiz.de/10005163198
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Testing spatial autocorrelation in weighted networks : the modes permutation test
Bavaud, François - In: Spatial econometric interaction modelling, (pp. 67-83). 2016
Persistent link: https://www.econbiz.de/10011529899
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The estimation and testing of a linear regression with near unit root in the spatial autoregressive error term
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 241-270
Persistent link: https://www.econbiz.de/10010202741
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2020
Persistent link: https://www.econbiz.de/10012307275
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - In: Journal of econometrics 232 (2023) 1, pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
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Asymptotic iterated bootstrap confidence intervals
Lee, SMS; Young, GA - 1995
An iterated bootstrap confidence interval requires an additive correction to be made to the nominal coverage level of … involving two nested levels of bootstrap sampling. Asymptotic expansions of the required correction and the iterated interval … bootstrap confidence interval. The first asymptotic interval replaces the need for a second level of bootstrap sampling with a …
Persistent link: https://www.econbiz.de/10009471435