.png){kind=icon}
返回
Correlation testing in time series, spatial and cross-sectional data
.png){kind=icon}
OA
AI
DOI：10.1016/j.jeconom.2008.09.001.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
We provide a general class of tests for correlation in time series, spatial, spatio-temporal and crosssectional data. We motivate our focus by reviewing how Computational and theoretical difficulties of point estimation mount, as one moves from regularly-spaced time series data, through forms of irregular spacing, and to spatial data of various kinds. A broad class Of computationally simple tests is justified. These specialize to Lagrange multiplier tests against parametric departures of various kinds. Their forms are illustrated in case of several models for describing correlation in various kinds of data. The initial focus assumes homoscedasticity, but we also robustify the tests to nonparametric heteroscedasticity. (C) 2008 Elsevier B.V. All rights reserved.
Keyword:
Correlation
Heteroscedasticity
Lagrange multiplier tests
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
4
论文数:
5.2K
被引数:
3.0W
机构
暂无机构信息
引用论文
.png){kind=icon}
分享收藏Applying the Aboveground-Belowground Interaction Concept in Agriculture: Spatio-Temporal Scales Matter在农业中应用地上-地下相互作用的概念: 时空尺度很重要OAAI
OAAI分享收藏Stability of NiO membranes on photostructurable glass substrates for micro solid oxide fuel cells
PREAI
分享收藏
查看更多内容