Pages that link to "Item:Q5475067"
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The following pages link to Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models (Q5475067):
Displayed 50 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
- Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models (Q276928) (← links)
- Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models (Q280272) (← links)
- A central limit theorem for endogenous locations and complex spatial interactions (Q280279) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights (Q311651) (← links)
- Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
- Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models (Q341908) (← links)
- Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects (Q451239) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Non-nested testing of spatial correlation (Q494415) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Partial maximum likelihood estimation of spatial probit models (Q528121) (← links)
- A note on 2SLS estimation of the mixed regressive spatial autoregressive model (Q529811) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Editorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometrics (Q530964) (← links)
- Efficient estimation of the semiparametric spatial autoregressive model (Q530965) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments (Q694923) (← links)
- A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions (Q720401) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- An efficient GMM estimator of spatial autoregressive models (Q737249) (← links)
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
- Inference with dependent data using cluster covariance estimators (Q738071) (← links)
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
- Nonparametric spatial regression under near-epoch dependence (Q738148) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic (Q764475) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Asymptotic distribution of the OLS estimator for a mixed spatial model (Q847426) (← links)
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data (Q888339) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice (Q961736) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)