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.
Author: | Torben Klarl |
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URN: | urn:nbn:de:bvb:384-opus4-710952 |
Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/71095 |
Series (Serial Number): | Volkswirtschaftliche Diskussionsreihe (322) |
Publisher: | Volkswirtschaftliches Institut, Universität Augsburg |
Place of publication: | Augsburg |
Type: | Working Paper |
Language: | English |
Year of first Publication: | 2013 |
Publishing Institution: | Universität Augsburg |
Release Date: | 2020/02/20 |
Tag: | JEL: C18, C21, R11 |
Pagenumber: | 19 |
Institutes: | Wirtschaftswissenschaftliche Fakultät |
Wirtschaftswissenschaftliche Fakultät / Institut für Volkswirtschaftslehre | |
Dewey Decimal Classification: | 3 Sozialwissenschaften / 33 Wirtschaft / 330 Wirtschaft |
Journals: | Volkswirtschaftliche Diskussionsreihe |
Licence (German): | Deutsches Urheberrecht |