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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression

Krämer, Walter - 2002 - Version August 2002

expressed as ratios of quadratic forms. It shows that such tests are in general not unbiased and that power can even drop to …

Persistent link: https://www.econbiz.de/10009770908

Tests based on t-statistics for IV regression with weak instruments

Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas P. - In: Journal of econometrics 182 (2014) 2, pp. 351-363

Persistent link: https://www.econbiz.de/10010497752

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

Moreira, Humberto; Moreira, Marcelo J. - In: Journal of econometrics 213 (2019) 2, pp. 398-433

Persistent link: https://www.econbiz.de/10012304565

More on the F-test under nonspherical disturbances

Krämer, Walter; Hanck, Christoph - In: Statistical inference, econometric analysis and matrix …, (pp. 179-184). 2009

Persistent link: https://www.econbiz.de/10003780986

Adaptive Gaussian Markov random fields with applications in human brain mapping

Brezger, Andreas (contributor); Fahrmeir, Ludwig (contributor) - 2005

Functional magnetic resonance imaging (fMRI) has become the standard technology in human brain mapping. Analyses of the massive spatio-temporal fMRI data sets often focus on parametric or nonparametric modeling of the temporal component, while spatial smoothing is based on Gaussian kernels or...