Estimating a spatial autoregressive model with an endogenous spatial weight matrix
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Publication:2343742
DOI10.1016/J.JECONOM.2014.08.008zbMath1332.62342OpenAlexW2075346238MaRDI QIDQ2343742
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.08.008
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- On spatial processes and asymptotic inference under near-epoch dependence
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- An efficient GMM estimator of spatial autoregressive models
- Estimation Methods for Models of Spatial Interaction
- EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Maximum Likelihood Estimation of Misspecified Models
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