Generalized spatial matrix specifications

DOI10.1080/07474938.2024.2434197MaRDI QIDQ6983482zbMATH OpenFDO

Authors Samantha Leorato, Andrea Martinelli

Publication date 14 May 2025

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/2434/1126960

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A generalization of the beta distribution with applications
• A matrix exponential spatial specification
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices
• Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
• Efficient closed-form estimation of large spatial autoregressions
• Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
• Estimation in discrete parameter models
• Formal Power Series
• Functions of Matrices
• Inference on higher-order spatial autoregressive models with increasingly many parameters
• Large sample properties of the matrix exponential spatial specification with an application to FDI
• ON STATIONARY PROCESSES IN THE PLANE
• Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
• Spatial Econometrics
• The Matrix-Logarithmic Covariance Model

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