Statistical inference on regression with spatial dependence

DOI10.1016/J.JECONOM.2011.09.033zbMath1441.62852OpenAlexW2150768370MaRDI QIDQ738181

Supachoke Thawornkaiwong, Peter M. Robinson

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.033

zbMATH Keywords

asymptotic normalitynonparametric regressionlinear regressioninstrumental variablesspatial datavariance estimationpartly linear regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (11)

On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice ⋮ Asymptotic theory for varying coefficient regression models with dependent data ⋮ Estimation and inference in semiparametric quantile factor models ⋮ Series estimation under cross-sectional dependence ⋮ Autoregressive spatial spectral estimates ⋮ ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES ⋮ A note on spatial-temporal lattice modeling and maximum likelihood estimation ⋮ Non‐parametric time‐varying coefficient panel data models with fixed effects ⋮ SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS ⋮ SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS ⋮ SPECIFICATION TESTS FOR LATTICE PROCESSES

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