Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: International Journal of Strategic Property Management 17 (2013) 3, pp. 305-316
Standard methods of testing contagion may not work well if the data set is not normally distributed. To cope with this problem, Hatemi-J and Hacker (2005) proposed a new case-resampling bootstrap method to test contagion. In this paper, we extend this method to test the parameters in the...