Pages that link to "Item:Q530968"
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The following pages link to GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968):
Displaying 50 items.
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397) (← links)
- Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- An efficient GMM estimator of spatial autoregressive models (Q737249) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- Banded spatio-temporal autoregressions (Q1739642) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters (Q2122813) (← links)
- Bayesian analysis of partially linear, single-index, spatial autoregressive models (Q2135857) (← links)
- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect (Q2155293) (← links)
- Multivariate spatial autoregressive model for large scale social networks (Q2182147) (← links)
- Robust estimation and inference of spatial panel data models with fixed effects (Q2195536) (← links)
- Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances (Q2208849) (← links)
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables (Q2225011) (← links)
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models (Q2236863) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks (Q2329831) (← links)
- Statistical inference of partially specified spatial autoregressive model (Q2343560) (← links)
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix (Q2343742) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- A spatial autoregressive model with a nonlinear transformation of the dependent variable (Q2346012) (← links)
- Large sample properties of the matrix exponential spatial specification with an application to FDI (Q2354854) (← links)
- Estimation and inference in spatial models with dominant units (Q2658761) (← links)
- Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models (Q2816729) (← links)
- Testing a linear relationship in varying coefficient spatial autoregressive models (Q4563398) (← links)
- FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS (Q4917230) (← links)
- A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors (Q4960552) (← links)
- Variable selection of partially linear varying coefficient spatial autoregressive model (Q5036902) (← links)
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model (Q5036903) (← links)
- Estimation and testing of a higher-order partially linear spatial autoregressive model (Q5040531) (← links)
- (Q5046149) (← links)
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (Q5080587) (← links)
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors (Q5095208) (← links)
- Computational aspects of the EM algorithm for spatial econometric models with missing data (Q5106886) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Nonparametric spatial regression with spatial autoregressive error structure (Q5739650) (← links)
- GMM inference in spatial autoregressive models (Q5860887) (← links)
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity (Q5860923) (← links)
