Spatial Price Competition: A Semiparametric Approach

From MaRDI portal
Revision as of 02:58, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5474989

DOI10.1111/1468-0262.00320zbMath1121.91339OpenAlexW2012552016MaRDI QIDQ5474989

Craig Brett, Joris Pinkse, Margaret E. Slade

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00320




Related Items (31)

Testing for serial correlation, spatial autocorrelation and random effects using panel dataSpatial correlation robust inference with errors in location or distancePanel data models with spatially correlated error componentsHAC estimation in a spatial frameworkFunctional-coefficient spatial autoregressive models with nonparametric spatial weightsAsymptotic properties of the estimators of the semi-parametric spatial regression modelHAC estimation in spatial panelsAutomatic variable selection for semiparametric spatial autoregressive modelSeries estimation under cross-sectional dependenceSpatial autoregressions with an extended parameter space and similarity-based weightsOn large market asymptotics for spatial price competition modelsSIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONSIdentification and estimation of sequential games of incomplete information with multiple equilibriaEstimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effectsSOCIAL INTERACTIONS IN LARGE NETWORKS: A GAME THEORETIC APPROACHOn spatial processes and asymptotic inference under near-epoch dependenceRobust estimation under error cross section dependenceLarge panels with common factors and spatial correlationProfile quasi-maximum likelihood estimation of partially linear spatial autoregressive modelsSpecification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbancesOptimal bandwidths for kernel density estimators of functions of observationsSPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORSOn Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous RegressorsSpatial heteroskedasticity and autocorrelation consistent estimation of covariance matrixThe LLN and CLT for U-statistics under cross-sectional dependenceMemory properties and aggregation of spatial autoregressive modelsStatistical inference of partially specified spatial autoregressive modelEstimation of semi-parametric varying-coefficient spatial panel data models with random-effectsDetection and Estimation of Block Structure in Spatial Weight MatrixInference on higher-order spatial autoregressive models with increasingly many parametersEfficient closed-form estimation of large spatial autoregressions






This page was built for publication: Spatial Price Competition: A Semiparametric Approach