Estimation Methods for Models of Spatial Interaction
From MaRDI portal
Publication:4072676
DOI10.2307/2285387zbMath0313.62063OpenAlexW4250834793MaRDI QIDQ4072676
Publication date: 1975
Full work available at URL: https://doi.org/10.2307/2285387
Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
Related Items (only showing first 100 items - show all)
Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model ⋮ Network Influence Analysis ⋮ Finite sample properties of maximum likelihood estimator in spatial models ⋮ GMM and 2SLS estimation of mixed regressive, spatial autoregressive models ⋮ Spatial correlation robust inference with errors in location or distance ⋮ The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models ⋮ A matrix exponential spatial specification ⋮ Control charts for multivariate spatial autoregressive models ⋮ Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses ⋮ Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable ⋮ Empirical likelihood for nonparametric regression models with spatial autoregressive errors ⋮ Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large ⋮ Modelling a large, sparse spatial interaction matrix using data relating to a subset of possible flows ⋮ A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers ⋮ Asymptotic distribution of the OLS estimator for a mixed spatial model ⋮ Efficiency of least squares estimators in the presence of spatial autocorrelation ⋮ A tutorial on methods for the modeling and analysis of social network data ⋮ Estimating spatial covariance using penalised likelihood with weightedL1penalty ⋮ Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices ⋮ Spillover dynamics for systemic risk measurement using spatial financial time series models ⋮ Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models ⋮ Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach ⋮ On Moran's \(I\) coefficient under heterogeneity ⋮ Testing for random effects and serial correlation in spatial autoregressive models ⋮ Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters ⋮ Marginal maximum likelihood estimation of SAR models with missing data ⋮ Semi-functional partial linear spatial autoregressive model ⋮ Variable selection for spatial autoregressive models ⋮ Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias ⋮ Empirical likelihood for panel data models with spatial errors ⋮ Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration ⋮ Identification of peer effects via a root estimator ⋮ Spatial Autoregressive Conditional Heteroskedasticity Models ⋮ Spatially recursive algorithms for adaptive estimation of two-dimensional non-causal and non-stationary simultaneous autoregressive model parameters ⋮ Objective Bayesian analysis for autoregressive models with nugget effects ⋮ Spatial dependence through local yardstick competition: theory and testing ⋮ Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data ⋮ Double-length regression tests for testing functional forms and spatial error dependence ⋮ Spatial dynamic models with intertemporal optimization: specification and estimation ⋮ Bayesian inference for the spatio-temporal invasion of alien species ⋮ Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances ⋮ Spurious spatial regression with equal weights ⋮ Identification and estimation of econometric models with group interactions, contextual factors and fixed effects ⋮ A close look at the spatial structure implied by the CAR and SAR models. ⋮ Efficient GMM estimation of spatial dynamic panel data models with fixed effects ⋮ Estimation of fixed effects panel regression models with separable and nonseparable space-time filters ⋮ Adjusted QMLE for the spatial autoregressive parameter ⋮ Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables ⋮ Estimation of spatial autoregressive models with measurement error for large data sets ⋮ Examining extreme weather effects on birth weight from the individual effect to spatiotemporal aggregation effects ⋮ Fast cars ⋮ Specification and estimation of social interaction models with network structures ⋮ Fitting spatial regressions to large datasets using unilateral approximations ⋮ Shrinkage estimation of the linear model with spatial interaction ⋮ IPW-based robust estimation of the SAR model with missing data ⋮ Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors ⋮ Spatial dynamic panel data models with interactive fixed effects ⋮ Chebyshev approximation of log-determinants of spatial weight matrices ⋮ A semiparametric spatial dynamic model ⋮ Testing for random effects and spatial lag dependence in panel data models ⋮ Modelling small area counts in the presence of overdispersion and spatial autocorrelation ⋮ An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice ⋮ A note on 2SLS estimation of the mixed regressive spatial autoregressive model ⋮ Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models ⋮ GMM estimation of spatial autoregressive models with unknown heteroskedasticity ⋮ Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model ⋮ Approximate least squares estimation for spatial autoregressive models with covariates ⋮ An efficient approach to spatiotemporal analysis and modeling of air pollution data ⋮ A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS ⋮ DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE ⋮ Likelihood-based estimation for Gaussian MRFs ⋮ Bayesian model selection in spatial lattice models ⋮ Cell-specific and post-hoc spatial clustering tests based on nearest neighbor contingency tables ⋮ Maximum likelihood estimation for directional conditionally autoregressive models ⋮ A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions ⋮ A robust spatial autoregressive scalar-on-function regression with \(t\)-distribution ⋮ Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances ⋮ LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS ⋮ An efficient GMM estimator of spatial autoregressive models ⋮ Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration ⋮ Dynamic spatial panel data models with common shocks ⋮ Testing for spatial lag and spatial error dependence using double length artificial regressions ⋮ Iteratively reweighted least squares with random effects for maximum likelihood in generalized linear mixed effects models ⋮ Spatial modelling of linear regression coefficients for gauge measurements against satellite estimates ⋮ Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models ⋮ More on the APLE statistic ⋮ Estimation of spatial autoregressive models with covariate measurement errors ⋮ Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks ⋮ On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified ⋮ Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data ⋮ Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses ⋮ Grouped spatial autoregressive model ⋮ Statistical inference of partially specified spatial autoregressive model ⋮ Estimating a spatial autoregressive model with an endogenous spatial weight matrix ⋮ A spatial autoregressive model with a nonlinear transformation of the dependent variable ⋮ A general method for third-order bias and variance corrections on a nonlinear estimator ⋮ Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models ⋮ Efficient closed-form estimation of large spatial autoregressions ⋮ Higher-order least squares inference for spatial autoregressions
This page was built for publication: Estimation Methods for Models of Spatial Interaction