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The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model

  • Kuan-Pin Lin

    ()

  • Zhi-He Long

    ()

  • Bianling Ou

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s10614-010-9224-0
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    Article provided by Society for Computational Economics in its journal Computational Economics.

    Volume (Year): 38 (2011)
    Issue (Month): 2 (August)
    Pages: 153-171

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    Handle: RePEc:kap:compec:v:38:y:2011:i:2:p:153-171
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    1. Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, vol. 15(03), pages 361-376, June.
    2. Russell Davidson & James G. MacKinnon, 2004. "The Power of Bootstrap and Asymptotic Tests," Working Papers 1035, Queen's University, Department of Economics.
    3. Joon Y. Park, 2000. "Bootstrap Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 1587, Econometric Society.
    4. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
    5. Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. H. Kelejian, Harry & Prucha, Ingmar R., 2001. "On the asymptotic distribution of the Moran I test statistic with applications," Journal of Econometrics, Elsevier, vol. 104(2), pages 219-257, September.
    7. Chang, Yoosoon, 2004. "Bootstrap unit root tests in panels with cross-sectional dependency," Journal of Econometrics, Elsevier, vol. 120(2), pages 263-293, June.
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