TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS
Yıl: 2021 Cilt: 0 Sayı: 46 Sayfa Aralığı: 497 - 512 Metin Dili: İngilizce DOI: 10.30794/pausbed.858658 İndeks Tarihi: 21-09-2021
TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS
Öz: In this paper, we suggest an outer-product-of-gradient (OPG) variant of Lagrange multiplier (LM) test statistic for testinghomoskedasticity in cross-sectional spatial autoregressive models. We use the OPG method to estimate the asymptoticvariance of the score functions in a quasi-maximum likelihood (QML) setting. We use the OPG variance estimate to develop arobust test statistic in the local presence of spatial parameters. Under some general assumptions, we establish the asymptoticdistribution of our test statistic under the null and local alternative hypotheses. In a Monte Carlo simulation, we investigatethe finite sample size and power properties of our test. Our simulation results show that our tests perform well in finitesamples.
Anahtar Kelime: YATAY KESİT MEKÂNSAL OTOREGRESİF MODELLERDE EŞİT YAYILIMIN TEST EDİLMESİ
Öz: Bu çalışmada, yatay-kesit mekânsal otoregresif modellerde eşit yayılımı test etmek için Lagrange çarpanı (LM) test istatistiğinin bir dış ürün gradyanı (OPG) varyantını öneriyoruz. Skor fonksiyonlarının asimptotik varyansını sözde-maksimum olabilirlik (QML) metodu altında tahmin etmek için OPG yöntemini kullanıyoruz. Mekansal parametrelerin yerel varlığında dirençli bir test istatistiği geliştirmek için OPG varyans tahmincisini kullanıyoruz. Bazı genel varsayımlar altında, test istatistiğimizin asimptotik dağılımını sıfır ve yerel alternatif hipotezler altında gösteriyoruz. Bir Monte Carlo simülasyonunda, testimizin sonlu örnek boyutunu ve güç özelliklerini araştırıyoruz. Simülasyon sonuçlarımız, testlerimizin sonlu örneklerde iyi çalıştığını göstermektedir.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | Doğan O, TAŞPINAR S (2021). TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. , 497 - 512. 10.30794/pausbed.858658 |
| Chicago | Doğan Osman,TAŞPINAR Süleyman TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. (2021): 497 - 512. 10.30794/pausbed.858658 |
| MLA | Doğan Osman,TAŞPINAR Süleyman TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. , 2021, ss.497 - 512. 10.30794/pausbed.858658 |
| AMA | Doğan O,TAŞPINAR S TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. . 2021; 497 - 512. 10.30794/pausbed.858658 |
| Vancouver | Doğan O,TAŞPINAR S TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. . 2021; 497 - 512. 10.30794/pausbed.858658 |
| IEEE | Doğan O,TAŞPINAR S "TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS." , ss.497 - 512, 2021. 10.30794/pausbed.858658 |
| ISNAD | Doğan, Osman - TAŞPINAR, Süleyman. "TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS". (2021), 497-512. https://doi.org/10.30794/pausbed.858658 |
| APA | Doğan O, TAŞPINAR S (2021). TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 0(46), 497 - 512. 10.30794/pausbed.858658 |
| Chicago | Doğan Osman,TAŞPINAR Süleyman TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 0, no.46 (2021): 497 - 512. 10.30794/pausbed.858658 |
| MLA | Doğan Osman,TAŞPINAR Süleyman TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, vol.0, no.46, 2021, ss.497 - 512. 10.30794/pausbed.858658 |
| AMA | Doğan O,TAŞPINAR S TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi. 2021; 0(46): 497 - 512. 10.30794/pausbed.858658 |
| Vancouver | Doğan O,TAŞPINAR S TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS. Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi. 2021; 0(46): 497 - 512. 10.30794/pausbed.858658 |
| IEEE | Doğan O,TAŞPINAR S "TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS." Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 0, ss.497 - 512, 2021. 10.30794/pausbed.858658 |
| ISNAD | Doğan, Osman - TAŞPINAR, Süleyman. "TESTING HOMOSKEDASTICITY IN CROSS-SECTIONAL SPATIAL AUTOREGRESSIVE MODELS". Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 46 (2021), 497-512. https://doi.org/10.30794/pausbed.858658 |
