Estimation of spatial autoregressions with stochastic weight matrices
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Cites work
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- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Correlation testing in time series, spatial and cross-sectional data
- Dynamic spatial panel models: networks, common shocks, and sequential exogeneity
- Economic distance and cross-country spillovers
- Efficient estimation of the semiparametric spatial autoregressive model
- Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Exact likelihood inference in group interaction network models
- HAC estimation in a spatial framework
- scientific article; zbMATH DE number 3650737 (Why is no real title available?)
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Non-nested testing of spatial correlation
- On spatial processes and asymptotic inference under near-epoch dependence
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Statistical inference on regression with spatial dependence
- Time series regression with long-range dependence
Cited in
(36)- Simulating mixed regressive spatially autoregressive estimators
- Sparse spatial autoregressions
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
- Restrictions on the autoregressive parameters of share systems with spatial dependence
- Spurious spatial regression with equal weights
- A simple closed-form relation between spatial weight matrices with different scalings
- Consistency without compactness of the parameter space in spatial econometrics
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
- IPW-based robust estimation of the SAR model with missing data
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- Estimation of spatial autoregressive models with boundary specification problem
- Estimation and inference in spatial models with dominant units
- A matrix exponential spatial specification
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
- Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
- Information theory estimators for the first-order spatial autoregressive model
- scientific article; zbMATH DE number 2161991 (Why is no real title available?)
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
- Estimation of spatial autoregressive models with randomly missing data in the dependent variable
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- A note on 2SLS estimation of the mixed regressive spatial autoregressive model
- scientific article; zbMATH DE number 2222813 (Why is no real title available?)
- Detection and estimation of block structure in spatial weight matrix
- Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach
- Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
- Inference in a similarity-based spatial autoregressive model
- Identification of a spatial autoregression by rank methods
- GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Statistical inference on regression with spatial dependence
- Spatial J-test: some Monte Carlo evidence
- Some new estimators in spatial econometrics
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