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Improved Tests for Spatial Correlation
Robinson, Peter M; Rossi, Francesca - Suntory and Toyota International Centres for Economics … - 2013
be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …
Persistent link: https://www.econbiz.de/10010711994
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Improved tests for spatial correlation
Robinson, Peter M.; Rossi, Francesca - Volkswirtschaftliche Fakultät, … - 2012
be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …
Persistent link: https://www.econbiz.de/10011107432
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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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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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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
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A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
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A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)
Arvanitis, Stelios; Demos, Antonis - Department of International and European Economic …
not depend on the cardinality of the Monte Carlo or Bootstrap samples that our definition may involve. Consequently, the …
Persistent link: https://www.econbiz.de/10010930476
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Bootstrap analysis of mutual fund performance
Huang, Haitao; Jiang, Lei; Leng, Xuan; Peng, Liang - In: Journal of econometrics 235 (2023) 1, pp. 239-255
Persistent link: https://www.econbiz.de/10014434393