Pages that link to "Item:Q280275"
From MaRDI portal
The following pages link to A matrix exponential spatial specification (Q280275):
Displaying 21 items.
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Non-nested testing of spatial correlation (Q494415) (← links)
- Fast Bayesian estimation of spatial count data models (Q830478) (← links)
- An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice (Q961736) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Adaptive inference on pure spatial models (Q2173187) (← links)
- Multivariate spatial autoregressive model for large scale social networks (Q2182147) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- Two-mode network autoregressive model for large-scale networks (Q2305985) (← links)
- Testing spatial dependence in spatial models with endogenous weights matrices (Q2312976) (← links)
- Large sample properties of the matrix exponential spatial specification with an application to FDI (Q2354854) (← links)
- QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity (Q2421453) (← links)
- Fitting spatial regressions to large datasets using unilateral approximations (Q4638698) (← links)
- Unified M-estimation of matrix exponential spatial dynamic panel specification (Q5867568) (← links)
- Model selection and model averaging for matrix exponential spatial models (Q5867572) (← links)
- Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data (Q6049800) (← links)
- Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification (Q6542585) (← links)
- Covariance Matrix Estimation via Network Structure (Q6623187) (← links)
- Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock (Q6626217) (← links)
