Adaptive inference on pure spatial models

DOI10.1016/J.JECONOM.2019.10.006MaRDI QIDQ2173187zbMATH OpenOpenAlexWikidataFDO

Authors Jungyoon Lee, Peter M. Robinson

Publication date 22 April 2020

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://sticerd.lse.ac.uk/dps/em/em596.pdf

zbMATH Keywords

spatial modelsadaptive estimationefficient test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3666013 (Why is no real title available?)
• A matrix exponential spatial specification
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• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Correlation testing in time series, spatial and cross-sectional data
• Efficiency improvements in inference on stationary and nonstationary fractional time series
• Efficient estimation of the semiparametric spatial autoregressive model
• Indirect inference in spatial autoregression
• LM tests of spatial dependence based on bootstrap critical values
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Refinements in maximum likelihood inference on spatial autocorrelation in panel data
• Spatial econometrics. Statistical foundations and applications to regional convergence.
• Standardized LM tests for spatial error dependence in linear or panel regressions

Cited in

(6)

• Large sample inference on spatial dependence
• Spatial adaption for predicting random functions
• CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
• Spatially-adaptive sensing in nonparametric regression
• Adaptive autoregressive priors for area and time structured mortality data
• Efficient estimation of the semiparametric spatial autoregressive model

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