The size and power of bootstrap tests for spatial dependence in a linear regression model

DOI10.1007/S10614-010-9224-0MaRDI QIDQ719013zbMATH OpenOpenAlexFDO

Authors Kuan-Pin Lin, Zhi-He Long, Bianling Ou

Publication date 27 September 2011

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-010-9224-0

zbMATH Keywords

Monte Carlosize distortionMoran's Ispatial bootstrap test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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• scientific article; zbMATH DE number 970672 (Why is no real title available?)
• A test for spatial autocorrelation in seemingly unrelated regressions
• Bootstrap Unit Root Tests
• Bootstrap methods: another look at the jackknife
• Bootstrap procedures under some non-i.i.d. models
• Bootstrap tests: how many bootstraps?
• Bootstrap unit root tests in panels with cross-sectional dependency
• Jackknife, bootstrap and other resampling methods in regression analysis
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• THE SIZE DISTORTION OF BOOTSTRAP TESTS
• The power of bootstrap and asymptotic tests
• The wild bootstrap, tamed at last

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(3)

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• LM tests of spatial dependence based on bootstrap critical values
• Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data

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