Is Spatial Bootstrapping a Panacea for Valid Inference?

Torben Klarl

No 322, Discussion Paper Series from Universitaet Augsburg, Institute for Economics

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.

Keywords: Spatial econometrics; Paired bootstrap; Wild bootstrap; Parameter inference (search for similar items in EconPapers)
JEL-codes: C18 C21 R11 (search for similar items in EconPapers)
Date: 2013-05
New Economics Papers: this item is included in nep-ecm and nep-ure
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https://opus.bibliothek.uni-augsburg.de/opus4/files/71095/322.pdf (application/pdf)

Related works:
Journal Article: IS SPATIAL BOOTSTRAPPING A PANACEA FOR VALID INFERENCE? (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:aug:augsbe:0322

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