Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/92958
Authors: 
Klarl, Torben
Year of Publication: 
2013
Series/Report no.: 
Volkswirtschaftliche Diskussionsreihe, Institut für Volkswirtschaftslehre der Universität Augsburg 322
Abstract: 
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.
Subjects: 
Spatial econometrics
Paired bootstrap
Wild bootstrap
Parameter inference
JEL: 
C18
C21
R11
Document Type: 
Working Paper

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