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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 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/10010316715
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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
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Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression
Martellosio, Federico - Volkswirtschaftliche Fakultät, … - 2008
This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear … regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases … analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of …
Persistent link: https://www.econbiz.de/10005789697
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Asymptotic tests of composite hypotheses
Hansen, Peter Reinhard - 2003
with better power than standard tests. The testing procedure satisfies a novel similarity condition that is relevant for …
Persistent link: https://www.econbiz.de/10010318991
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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
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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
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Control Variates for Quantile Estimation
Hsu, Jason C.; Nelson, Barry L. - In: Management Science 36 (1990) 7, pp. 835-851
New point and interval estimators for quantiles that employ a control variate are introduced. The properties of these estimators do not depend on the usual assumption of joint normality between the random variable of interest and the control. Illustrative examples for queueing and stochastic...
Persistent link: https://www.econbiz.de/10009191658
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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
small as two, their power is reasonably close to the power envelopes for similar and non-similar tests which are invariant …-sided conditional t-tests found in Andrews et al. (2007). We show these tests have bad power because the conditional null distributions …
Persistent link: https://www.econbiz.de/10011052301
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Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - 2013
We study dynamic panel data models where the long run outcome for a particular cross-section is affected by a weighted average of the outcomes in the other cross-sections. We show that imposing such a structure implies several cointegrating relationships that are nonlinear in the coefficients to...
Persistent link: https://www.econbiz.de/10010294010
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Assessment of a spatial panel model for the efficiency analysis of the heterogonous healthcare systems in the world
Jeleskovic, Vahidin; Schwanebeck, Benjamin - 2012
Various panel models were presented to resolve the ranking of global health care systems according to efficiency. However, in terms of the spatial distribution of statistical units, spatial dependence as a result of various forms of spatial interactions caused biased estimators in classical...
Persistent link: https://www.econbiz.de/10010294387