A robust test for network generated dependence

DOI10.1016/J.JECONOM.2018.05.005MaRDI QIDQ1792482zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 12 October 2018

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2018.05.005

zbMATH Keywords

Laplace approximationrobustnessLM testgeneralized Moran \(\mathcal I\) testnetwork endogeneitynetwork specificationtest for network dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Social networks; opinion dynamics (91D30)

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Cited in

(6)

• Spatial autoregressions with an extended parameter space and similarity-based weights
• Limit theorems for network dependent random variables
• Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
• Network dependence testing via diffusion maps and distance-based correlations
• A note on testing conditional independence for social network analysis
• Exact tests for singular network data

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