Global ETD Search
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Showing 1 to 5 of 5 for “"Lagrange Multiplier Test"”.
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Fiscal Competition Among Jurisdictions: Evidence and Methodology
… of the Wald, the Likelihood ratio and the Lagrange multiplier test statistics for spatial lag dependence are based on the GMM estimator suggested by Kelejian and Robinson (1993), and on the work of Newey and West (1987). The tests are asymptotically distributed as chi-squared random …
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Time Series Models for Finance and the Environment
… studies the size and power properties of a new Lagrange multiplier test to detect the presence of dynamics in the tail index parameter. The third chapter provides a novel methodology based on a cylindrical distribution for the joint modelling of circular and linear variables such as wind …
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Factors influencing hunting license sales in urban and rural areas of Illinois
… of the model residuals, using the Moran test and Lagrange Multiplier test for diagnosis. Global models (spatial lag model, spatial error model, and hierarchical linear model [HLM]) and a local model (geographically weighted regression [GWR]) were applied to deal with spatial …
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Strategic behavior in risky competitive settings
… implications of mixed strategy equilibria are tested in the field using repeated observations on specific heterogeneous pairs of players, a situation that rarely repeats in real life. In this respect, I also study the effects of the usual practice of treating heterogeneous rivals as if they all …
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Essays on spatial, health, and socioeconomic interactions
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2023-12-04 without embargo terms