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Keyword: edgeworth correction;
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Peter M Robinson and Francesca Rossi
For testing lack of correlation against spatial autoregressive alternatives, Lagrange multiplier tests enjoy their usual computational advantages, but the (x squared) first-order asymptotic approximation to critical valu...Read more...
20 November 2013
Yoshihiko Nishiyama and Peter M Robinson
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate. However, smoothing can inflate the...Read more...