Addressing endogeneity issues in a spatial autoregressive model using copulas

DOI10.1016/J.JECONOM.2025.106106MaRDI QIDQ6889444zbMATH OpenFDO

Authors Yanli Lin

Publication date 4 December 2025

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.106106

zbMATH Keywords

copula methodendogenous regressorsendogenous spatial weights matrixsieve maximum likelihood estimationspatial autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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• Spatial Econometrics
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