Correlation testing in time series, spatial and cross-sectional data
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Publication:299248
DOI10.1016/J.JECONOM.2008.09.001zbMATH Open1429.62412OpenAlexW3124988712MaRDI QIDQ299248FDOQ299248
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/25470/
Recommendations
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Cited In (20)
- Testing spatial dependence in spatial models with endogenous weights matrices
- Higher-order least squares inference for spatial autoregressions
- On testing for separable correlations of multivariate time series
- Missing not at random and the nonparametric estimation of the spectral density
- EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS
- CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
- Indirect inference estimation of higher-order spatial autoregressive models
- Statistical inference on regression with spatial dependence
- Inference in a similarity-based spatial autoregressive model
- Improving cross-correlation tests through re-sampling techniques
- SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
- Large-sample inference on spatial dependence
- Adaptive inference on pure spatial models
- REFINED TESTS FOR SPATIAL CORRELATION
- A robust test for network generated dependence
- LM tests of spatial dependence based on bootstrap critical values
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
- Autoregressive spatial spectral estimates
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- On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data
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