REFINED TESTS FOR SPATIAL CORRELATION (Q3465603)

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Language	Label	Description	Also known as
English	REFINED TESTS FOR SPATIAL CORRELATION	scientific article

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scholarly article

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REFINED TESTS FOR SPATIAL CORRELATION (English)

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zbMATH Open document ID

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10.1017/S0266466614000498

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Econometric Theory

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publication date

22 January 2016

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Finite sample properties of maximum likelihood estimator in spatial models

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FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS

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On the asymptotic accuracy of Efron's bootstrap

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Correlation testing in time series, spatial and cross-sectional data

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Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

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Bootstrap hypothesis testing in regression models

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IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES

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Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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Asymptotic expansions for sums of weakly dependent random vectors

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On the asymptotic distribution of the Moran \(I\) test stastistic with applications

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Asymptotic expansions for statistics computed from spatial data

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Computing the distribution of quadratic forms in normal variables

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Mathematics(1 entry)

mardi Publication:3465603

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