GMM estimation of partially linear additive spatial autoregressive model
From MaRDI portal
Recommendations
- GMM inference in spatial autoregressive models
- Semiparametric GMM estimation of spatial autoregressive models
- An efficient GMM estimator of spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- GMM estimation of nonparametric spatial lag model
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Estimation for partially linear additive regression with spatial data
- Estimation of partially linear single-index spatial autoregressive model
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Cites work
- Additive regression and other nonparametric models
- Asymptotic properties of backfitting estimators
- Efficient semiparametric estimation in generalized partially linear additive models
- Estimation and variable selection for semiparametric additive partial linear models
- Fitting a bivariate additive model by local polynomial regression
- Generalized additive partial linear models for analyzing correlated data
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- Kernel estimation of a partially linear additive model
- Linear smoothers and additive models
- Nonparametric Inferences for Additive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- On the backfitting algorithm for additive regression models
- Oracally Efficient Two-Step Estimation of Generalized Additive Model
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Quantile regression estimation of partially linear additive models
- Semiparametric GMM estimation of spatial autoregressive models
- Spline-backfitted kernel smoothing of partially linear additive model
- Statistical inference for generalized additive partially linear models
- Stochastic limit theory. An introduction for econometricians
Cited in
(11)- Estimation for partially linear additive regression with spatial data
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
- Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models
- Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
- Estimation and inference of high-dimensional partially linear spatial autoregressive models with linear constraints
- GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence
- Model detection and variable selection for semiparametric additive spatial autoregressive model
- GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors
- Simultaneous estimation and domain selection for the spatial autoregressive model with semi-parametric functional coefficients
- Bayesian estimation analysis of partially linear varying coefficient skew-normal spatial autoregression models
This page was built for publication: GMM estimation of partially linear additive spatial autoregressive model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6168919)
