Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Testing panel data regression models with spatial error correlation. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Nonlinear time series. Nonparametric and parametric methods / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: GMM estimation of spatial autoregressive models with unknown heteroskedasticity / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Some mixing properties of time series models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration / rank | |||
Normal rank | |||
Latest revision as of 12:31, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients |
scientific article |
Statements
Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (English)
0 references
6 September 2016
0 references
\(\alpha\)-mixing
0 references
dynamic panels
0 references
high dimensionality
0 references
least squares estimation
0 references
spatial autoregression
0 references
stationarity
0 references
