Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369): Difference between revisions

@@ Property / author @@
-Harry H. Kelejian
@@ Property / author: Harry H. Kelejian / rank @@
-Normal rank
@@ Property / author @@
-Ingmar R. Prucha
@@ Property / author: Ingmar R. Prucha / rank @@
-Normal rank
@@ Property / author @@
+Harry H. Kelejian
@@ Property / author: Harry H. Kelejian / rank @@
+Normal rank
@@ Property / author @@
+Ingmar R. Prucha
@@ Property / author: Ingmar R. Prucha / rank @@
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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M30
@@ Property / Mathematics Subject Classification ID: 62M30 / rank @@
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@@ Property / zbMATH DE Number @@
+6608386
@@ Property / zbMATH DE Number: 6608386 / rank @@
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@@ Property / zbMATH Keywords @@
+spatial dependence
@@ Property / zbMATH Keywords: spatial dependence / rank @@
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@@ Property / zbMATH Keywords @@
+heteroskedasticity
@@ Property / zbMATH Keywords: heteroskedasticity / rank @@
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@@ Property / zbMATH Keywords @@
+Cliff-Ord model
@@ Property / zbMATH Keywords: Cliff-Ord model / rank @@
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@@ Property / zbMATH Keywords @@
+two-stage least squares
@@ Property / zbMATH Keywords: two-stage least squares / rank @@
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+generalized moments estimation
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+asymptotics
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@@ Property / cites work @@
+New directions in spatial econometrics
@@ Property / cites work: New directions in spatial econometrics / rank @@
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+Estimating models of complex FDI: are there third-country effects?
+Normal rank
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+Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation
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+DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
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+Testing for serial correlation, spatial autocorrelation and random effects using panel data
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+Testing panel data regression models with spatial error correlation.
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+Finite sample properties of maximum likelihood estimator in spatial models
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+Q3732814
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+GMM estimation with cross sectional dependence
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+Analysing Data from Hormone-Receptor Assays
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+Q4170141
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@@ Property / cites work @@
+Matrix Analysis
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+Normal rank
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+Panel data models with spatially correlated error components
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+On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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+Estimation of simultaneous systems of spatially interrelated cross sectional equations.
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+HAC estimation in a spatial framework
@@ Property / cites work: HAC estimation in a spatial framework / rank @@
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@@ Property / cites work @@
+Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
+Normal rank
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+Q5701609
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+CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR  MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
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+Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
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+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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+GMM estimation of spatial autoregressive models with unknown heteroskedasticity
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+Contracting in space: An application of spatial statistics to discrete-choice models
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+Spatial Price Competition: A Semiparametric Approach
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+Nonparametric spectrum estimation for spatial data
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+Peer Effects with Random Assignment: Results for Dartmouth Roommates
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+QML estimation of dynamic panel data models with spatial errors
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+Social Interactions, Local Spillovers and Unemployment
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+ON STATIONARY PROCESSES IN THE PLANE
@@ Property / cites work: ON STATIONARY PROCESSES IN THE PLANE / rank @@
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+Publication:71369