Mynbaev, Kairat (2011): Distributions escaping to infinity and the limiting power of the CliffOrd test for autocorrelation. Published in: ISRN Probability and Statistics , Vol. 2012, No. Article ID 926164 (24 October 2012): pp. 139.

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Abstract
We consider a family of proper random variables which converges to an improper random variable. The limit in distribution is found and applied to obtain a closedform expression for the limiting power of the CliffOrd test for autocorrelation. The applications include the theory of characteristic functions of proper random variables, the theory of almost periodic functions, and the test for spatial correlation in a linear regression model.
Item Type:  MPRA Paper 

Original Title:  Distributions escaping to infinity and the limiting power of the CliffOrd test for autocorrelation 
Language:  English 
Keywords:  improper random variable, CliffOrd test, autocorrelation, spatial correlation, characteristic function, almost periodic functions 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C12  Hypothesis Testing: General C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models ; Multiple Variables > C31  CrossSectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions ; Social Interaction Models 
Item ID:  44402 
Depositing User:  Kairat Mynbaev 
Date Deposited:  15 Feb 2013 17:06 
Last Modified:  01 Oct 2019 18:02 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/44402 