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Parameter estimation and inference with spatial lags and cointegration

Mutl, Jan; Sögner, Leopold - In: Econometric reviews 38 (2019) 6, pp. 597-635

Persistent link: https://www.econbiz.de/10012181339

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10011872320

Big assumptions for small samples in crop insurance

Hungerford, Ashley Elaine; Goodwin, Barry K. - In: Agricultural finance review 74 (2014) 4, pp. 477-491

Persistent link: https://www.econbiz.de/10011305891

Big assumptions for small samples in crop insurance

Hungerford, Ashley Elaine; Goodwin, Barry - In: Agricultural Finance Review 74 (2014), pp. 477-491

group of nine counties in Illinois. Bootstrap samples of the corn and soybean yields are generated to estimate copula models … with the purpose of creating sampling distributions. Findings – The estimated bootstrap confidence intervals demonstrate …

Persistent link: https://www.econbiz.de/10010940872

Testing spatial autocorrelation in weighted networks: the modes permutation test

Bavaud, François - In: Journal of Geographical Systems 15 (2013) 3, pp. 233-247

for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for …

Persistent link: https://www.econbiz.de/10010867916

Big assumptions for small samples in crop insurance

Elaine Hungerford, Ashley; Goodwin, Barry - In: Agricultural Finance Review 74 (2014) 4, pp. 477-491

Persistent link: https://www.econbiz.de/10014667612

Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions

Wagner, Martin - 2023

We consider fully modified least squares estimation for systems of cointegrating polynomial regressions, i. e., systems of regressions that include deterministic variables, integrated processes and their powers as regressors. The errors are allowed to be correlated across equations, over time...

Persistent link: https://www.econbiz.de/10013479635

Statistical methods for distributional analysis

Cowell, Frank A.; Flachaire, Emmanuel - 2015

Persistent link: https://www.econbiz.de/10010510165

Bootstrap DEA and hypothesis testing

Tziogkidis, Panagiotis - 2012

requirements that are not always obvious to the non-expert user. Bootstrap DEA is a significant development of the past decade …, which could be extended to test almost any hypothesis in bootstrap DEA. Moreover, it enhances the intuition behind bootstrap …

Persistent link: https://www.econbiz.de/10009583705

A Hausman specification test of conditional moment restrictions

Lavergne, Pascal; Nguimkeu, Pierre - 2016

Persistent link: https://www.econbiz.de/10012221196