Picture of wind turbine against blue sky

Open Access research with a real impact...

The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs.

The Energy Systems Research Unit (ESRU) within Strathclyde's Department of Mechanical and Aerospace Engineering is producing Open Access research that can help society deploy and optimise renewable energy systems, such as wind turbine technology.

Explore wind turbine research in Strathprints

Explore all of Strathclyde's Open Access research content

Bootstrap inference in spatial econometrics : the J test

Fingleton, B. and Burridge, P. (2010) Bootstrap inference in spatial econometrics : the J test. Spatial Economic Analysis, 5 (1). pp. 93-119. ISSN 1742-1772

Full text not available in this repository. (Request a copy from the Strathclyde author)

Abstract

Kelejian (2008) introduces a J-type test for the situation in which a null linear regression model, Model0, is to be tested against one or more rival non-nested alternatives, Model1, . . ., Modelg, where typically the competing models possess endogenous spatial lags and spatially autoregressive error processes. Concentrating on the case g1, in this paper we examine the finite sample properties of a spatial J statistic that is asymptotically x2 2 under the null, and an alternative version that is conjectured to be approximately x2 1; both introduced by Kelejian. We demonstrate numerically that the tests are excessively liberal in some leading cases and conservative in others using the relevant chi-square asymptotic approximations, and explore how far this may be corrected using a simple bootstrap resampling method.