A robust test for network generated dependence
DOI10.1016/j.jeconom.2018.05.005zbMath1452.62943OpenAlexW2883575467MaRDI QIDQ1792482
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
robustnessLM testLaplace approximationgeneralized Moran \(\mathcal I\) testnetwork endogeneitynetwork specificationtest for network dependence
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Social networks; opinion dynamics (91D30)
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