Testing coefficient stability in spatial regression
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Cites work
- Bootstrap inference under cross‐sectional dependence
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Central limit theorems for weighted sums of a spatial process under a class of stochastic and fixed designs
- Computing the distribution of quadratic forms in normal variables
- Efficient Tests for General Persistent Time Variation in Regression Coefficients
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- scientific article; zbMATH DE number 1054352 (Why is no real title available?)
- scientific article; zbMATH DE number 204193 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- scientific article; zbMATH DE number 3052578 (Why is no real title available?)
- Measuring uncertainty about long-run predictions
- Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
- Nearly weighted risk minimal unbiased estimation
- Resampling methods for spatial regression models under a class of stochastic designs
- Spatial correlation robust inference
- Spatial correlation robust inference with errors in location or distance
- Spatial unit roots and spurious regression
- Testing for the Constancy of Parameters Over Time
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The dependent wild bootstrap
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