Nov 6, 2010 · The present paper evaluates the performance of the J-test in selecting the most appropriate spatial structure in the context of a Monte Carlo ...
Nov 6, 2010 · Abstract Researchers using spatial econometric methods generally assume a known structure for the process being.
This paper develops novel tests to compare the predictive ability of two forecasters using panels. We consider two different equal predictive ability (EPA) ...
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Spatial J-test: some Monte Carlo evidence. Authors. Piras, Gianfranco; Lozano-Gracia, Nancy. Publication. Statistics and Computing, 2012, Vol 22, Issue 1, p169.
In this paper we suggest a J-type test for a given spatial model against one or more nonnested alternatives. The considered models can, but need.
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PDF | In this paper we suggest a J-type test for a given spatial model against one or more non-nested alternatives. The considered models can, but need.
Specification and estimation of spatial linear regression models: Monte Carlo evaluation of pre-test estimators. ... Spatial J-test: Some Monte Carlo evidence.
Monte Carlo experiments. In this section we specify a Monte Carlo model, and then give results which suggest that our test behaves well in finite samples.
We consider using the J-test procedure for the non-nested model selection problem between the spatial autoregressive (SAR) model and the matrix exponential ...
Mar 28, 2013 · In this paper, we consider the Cox-type tests of non-nested hypotheses for spatial autoregressive (SAR) models with SAR disturbances.