Similar Search Results - EconBiz

Asymptotic F-test in a GMM framework with cross-sectional dependence

Sun, Yixiao; Kim, Min Seong - In: The review of economics and statistics 97 (2015) 1, pp. 210-223

Persistent link: https://www.econbiz.de/10011327586

Testing for vector autoregressive dynamics under heteroskedasticity

Hafner, Christian M.; Herwartz, Helmut - 2002

In this paper we introduce a bootstrap procedure to test parameter restrictions in vector autoregressive models which is robust in cases of conditionally heteroskedastic error terms. The adopted wild bootstrap method does not require any parametric specification of the volatility process and...

Persistent link: https://www.econbiz.de/10009663846

Nonlinearity and spatial lag dependence : tests based on double-length regressions

Li, Dong; Le, Canh Quang - In: Journal of time series econometrics 2 (2010) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009623326

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

Exploring scan methods to test spatial structure with an application to housing prices in Madrid

López, Fernando A.; Chasco Yrigoyen, Coro; Le Gallo, Julie - In: Papers in regional science : the journal of the … 94 (2015) 2, pp. 317-346

Persistent link: https://www.econbiz.de/10011545143

A modified confidence set for the structural break date in linear regression models

Yamamoto, Yohei - 2014

Persistent link: https://www.econbiz.de/10010429183

Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors

Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - In: Regional science & urban economics 39 (2009) 6, pp. 670-678

Persistent link: https://www.econbiz.de/10003920809

Testing for spatial autocorrelation : the regressors that make the power disappear

Martellosio, Federico - In: Econometric reviews 31 (2012) 1/3, pp. 215-240

Persistent link: https://www.econbiz.de/10009515961

Testing for common autocorrelation in data-rich environments

Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335

Persistent link: https://www.econbiz.de/10009233885

A simple test for linearity against exponential smooth transition models with endogenous variables

Massacci, Daniele - In: Economics letters 117 (2012) 3, pp. 851-856

Persistent link: https://www.econbiz.de/10009682577

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