Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation
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References listed on IDEAS
- Martellosio, Federico, 2010. "Power Properties Of Invariant Tests For Spatial Autocorrelation In Linear Regression," Econometric Theory, Cambridge University Press, vol. 26(01), pages 152-186, February.
- Martellosio, Federico, 2008. "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper 10542, University Library of Munich, Germany.
- Bert Van Es & Hae-Won Uh, 2005. "Asymptotic Normality of Kernel-Type Deconvolution Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(3), pages 467-483.
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- Preinerstorfer, David & Pötscher, Benedikt M., 2017.
"On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix,"
Cambridge University Press, vol. 33(01), pages 1-68, February.
- Preinerstorfer, David & Pötscher, Benedikt M., 2014. "On the Power of Invariant Tests for Hypotheses on a Covariance Matrix," MPRA Paper 55059, University Library of Munich, Germany.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2015.
"Consistency and asymptotic normality for a nonparametric prediction under measurement errors,"
Journal of Multivariate Analysis,
Elsevier, vol. 139(C), pages 166-188.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2015. "Consistency and asymptotic normality for a nonparametric prediction under measurement errors," MPRA Paper 75845, University Library of Munich, Germany, revised 2014.
More about this item
Keywordsimproper random variable; Cliff-Ord test; autocorrelation; spatial correlation; characteristic function; almost periodic functions;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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