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Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
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On the bootstrap for Moran’s I test for spatial dependence
Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 184 (2015) 2, pp. 295-314
Persistent link: https://www.econbiz.de/10011339326
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Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei; Lee, Lung-fei - In: Econometric theory 37 (2021) 3, pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
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GEL estimation and tests of spatial autoregressive models
Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 208 (2019) 2, pp. 585-612
Persistent link: https://www.econbiz.de/10012149371