Goodness of fit for lattice processes

Hidalgo, Javier

[journal article]

dc.contributor.author	Hidalgo, Javier	de
dc.date.accessioned	2011-03-19T02:52:00Z	de
dc.date.accessioned	2012-08-29T23:11:04Z
dc.date.available	2012-08-29T23:11:04Z
dc.date.issued	2009	de
dc.identifier.uri	http://www.ssoar.info/ssoar/handle/document/23352
dc.description.abstract	The paper discusses tests for the correct specification of a model when data is observed in a d-dimensional lattice, extending previous work when the data is collected in the real line. As it happens with the latter type of data, the asymptotic distribution of the tests are functionals of a Gaussian sheet process, say B(ν), ν∈[0,π]d. Because it is not easy to find a time transformation h(ν) such that B(h(ν)) becomes the standard Brownian sheet, a consequence is that the critical values are difficult, if at all possible, to obtain. So, to overcome the problem of its implementation, we propose to employ a bootstrap approach, showing its validity in our context.	en
dc.language	en	de
dc.subject.ddc	Wirtschaft	de
dc.subject.ddc	Economics	en
dc.subject.other	C21; C23; Goodness of fit tests; Spatial linear processes; Spectral domain; Bootstrap tests
dc.title	Goodness of fit for lattice processes	en
dc.description.review	begutachtet (peer reviewed)	de
dc.description.review	peer reviewed	en
dc.source.journal	Journal of Econometrics	de
dc.source.volume	151	de
dc.publisher.country	NLD
dc.source.issue	2	de
dc.subject.classoz	Economic Statistics, Econometrics, Business Informatics	en
dc.subject.classoz	Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik	de
dc.identifier.urn	urn:nbn:de:0168-ssoar-233523	de
dc.date.modified	2011-03-21T09:52:00Z	de
dc.rights.licence	PEER Licence Agreement (applicable only to documents from PEER project)	de
dc.rights.licence	PEER Licence Agreement (applicable only to documents from PEER project)	en
ssoar.gesis.collection	SOLIS;ADIS	de
ssoar.contributor.institution	http://www.peerproject.eu/	de
internal.status	3	de
dc.type.stock	article	de
dc.type.document	journal article	en
dc.type.document	Zeitschriftenartikel	de
dc.rights.copyright	f	de
dc.source.pageinfo	113-128
internal.identifier.classoz	10905
internal.identifier.journal	195	de
internal.identifier.document	32
internal.identifier.ddc	330
dc.identifier.doi	https://doi.org/10.1016/j.jeconom.2009.03.003	de
dc.description.pubstatus	Postprint	en
dc.description.pubstatus	Postprint	de
internal.identifier.licence	7
internal.identifier.pubstatus	2
internal.identifier.review	1
internal.check.abstractlanguageharmonizer	CERTAIN
internal.check.languageharmonizer	CERTAIN_RETAINED

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Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Economic Statistics, Econometrics, Business Informatics

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