Arbeitspapier
Is spatial bootstrapping a panacea for valid inference?
Bootstrapping methods have so far been rarely used to evaluate spatial data sets. Based on an extensive Monte Carlo study we find that also for spatial, cross-sectional data, the wild bootstrap test proposed by Davidson and Flachaire (2008) based on restricted residuals clearly outperforms asymptotic as well as competing bootstrap tests, like the pairs bootstrap.
- Sprache
-
Englisch
- Erschienen in
-
Series: Volkswirtschaftliche Diskussionsreihe ; No. 322
- Klassifikation
-
Wirtschaft
Methodological Issues: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Regional Economic Activity: Growth, Development, Environmental Issues, and Changes
- Thema
-
Spatial econometrics
Paired bootstrap
Wild bootstrap
Parameter inference
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Klarl, Torben
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Augsburg, Institut für Volkswirtschaftslehre
- (wo)
-
Augsburg
- (wann)
-
2013
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Klarl, Torben
- Universität Augsburg, Institut für Volkswirtschaftslehre
Entstanden
- 2013
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