Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (Q707060): Difference between revisions

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Property / DOI: 10.1016/j.jspi.2003.11.008 / rank
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Property / author: Walter Kramer / rank
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Property / author: Walter Kramer / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2003.11.008 / rank
 
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Property / OpenAlex ID: W1982360754 / rank
 
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Property / cites work: Rao's score test in spatial econometrics / rank
 
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Property / cites work: Q5688851 / rank
 
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Property / cites work: Q3862894 / rank
 
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Property / cites work: Q5688853 / rank
 
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Property / cites work: A characterization of the Fieller solution / rank
 
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Property / cites work: Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model / rank
 
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Property / cites work: Finite sample power of linear regression autocorrelation tests / rank
 
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Property / cites work: ON STATIONARY PROCESSES IN THE PLANE / rank
 
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Property / DOI
 
Property / DOI: 10.1016/J.JSPI.2003.11.008 / rank
 
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Latest revision as of 01:22, 10 December 2024

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Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
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    Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (English)
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    9 February 2005
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    spatial autocorrelation
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    unbiased tests
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    limiting power
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