Autoregressive spatial spectral estimates (Q1706446): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+SPECIFICATION TESTS FOR LATTICE PROCESSES
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+Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
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+Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+Loss of spectral peaks in autoregressive spectral estimation
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+ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
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+<i>M</i>-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS
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+Statistical spatial series modelling II: Some further results on unilateral lattice processes
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+Social Interactions, Local Spillovers and Unemployment
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+Automatic spectral density estimation for random fields on a lattice via bootstrap
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+Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
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+Partial maximum likelihood estimation of spatial probit models
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+ON STATIONARY PROCESSES IN THE PLANE
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+Higher order spectral estimation for random fields
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+Publication:1706446