Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397): Difference between revisions
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Property / author: Qiwei Yao / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / zbMATH DE Number: 6623664 / rank | |||
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\(\alpha\)-mixing | |||
Property / zbMATH Keywords: \(\alpha\)-mixing / rank | |||
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dynamic panels | |||
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high dimensionality | |||
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least squares estimation | |||
Property / zbMATH Keywords: least squares estimation / rank | |||
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spatial autoregression | |||
Property / zbMATH Keywords: spatial autoregression / rank | |||
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stationarity | |||
Property / zbMATH Keywords: stationarity / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2779734446 / rank | |||
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Property / arXiv ID: 1505.01177 / rank | |||
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Property / cites work: Testing panel data regression models with spatial error correlation. / rank | |||
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Property / cites work: Nonlinear time series. Nonparametric and parametric methods / rank | |||
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Property / cites work: GMM estimation of spatial autoregressive models with unknown heteroskedasticity / rank | |||
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Property / cites work: Some mixing properties of time series models / rank | |||
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Property / cites work: Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large / rank | |||
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Property / cites work: Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration / rank | |||
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Latest revision as of 12:31, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients |
scientific article |
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Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (English)
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6 September 2016
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\(\alpha\)-mixing
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dynamic panels
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high dimensionality
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least squares estimation
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spatial autoregression
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stationarity
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