A robust test for network generated dependence
type: Item
instance of: scholarly article
title: A robust test for network generated dependence
zbMATH Open document ID: 1452.62943
author: Yanyan Li
published in: Journal of Econometrics
publication date: 2018-10-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 91D30
zbMATH DE Number: 6952484
zbMATH Keywords: test for network dependence
zbMATH Keywords: generalized Moran \(\mathcal I\) test
zbMATH Keywords: LM test
zbMATH Keywords: Laplace approximation
zbMATH Keywords: network endogeneity
zbMATH Keywords: network specification
zbMATH Keywords: robustness
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.05.005
OpenAlex ID: W2883575467
cites work: A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
cites work: Testing for serial correlation, spatial autocorrelation and random effects using panel data
cites work: Testing panel data regression models with spatial error correlation.
cites work: Standardized LM tests for spatial error dependence in linear or panel regressions
cites work: Simple regression‐based tests for spatial dependence
cites work: Identification of peer effects through social networks
cites work: Q3862894
cites work: From natural variation to optimal policy? The importance of endogenous peer group formation
cites work: Q3732814
cites work: GMM estimation with cross sectional dependence
cites work: Identification of peer effects using group size variation
cites work: EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS
cites work: Central limit theorems and uniform laws of large numbers for arrays of random fields
cites work: On spatial processes and asymptotic inference under near-epoch dependence
cites work: On the asymptotic distribution of the Moran \(I\) test stastistic with applications
cites work: Estimation of simultaneous systems of spatially interrelated cross sectional equations.
cites work: Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
cites work: Robust tests for spherical symmetry and their application to least squares regression
cites work: Q3928072
cites work: Statistical analysis of network data. Methods and models
cites work: Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
cites work: Specification and estimation of social interaction models with network structures
cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION
cites work: Sparse estimators and the oracle property, or the return of Hodges' estimator
cites work: On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
cites work: A Laplace approximation to the moments of a ratio of quadratic forms
cites work: GMM estimation of social interaction models with centrality
cites work: Identification of Endogenous Social Effects: The Reflection Problem
cites work: NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
cites work: A bias-adjusted LM test of error cross-section independence
cites work: A consistent nonparametric test for serial independence
cites work: The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
cites work: Estimating a spatial autoregressive model with an endogenous spatial weight matrix
cites work: Correlation testing in time series, spatial and cross-sectional data
cites work: Improved Lagrange multiplier tests in spatial autoregressions
cites work: LM tests of spatial dependence based on bootstrap critical values
DOI: 10.1016/J.JECONOM.2018.05.005
description: scientific article; zbMATH DE number 6952484