HAC estimation in a spatial framework
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- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
- Analysing Data from Hormone-Receptor Assays
- 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
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
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- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Contracting in space: An application of spatial statistics to discrete-choice models
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- Rao's score test in spatial econometrics
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Cited in
(53)- Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- Analysis of network interventions with an application to hospital-acquired infections
- Modeling peer effect modification by network strength: the diffusion of implantable cardioverter defibrillators in the US hospital network
- Simultaneous statistical inference for second order parameters of time series under weak conditions
- Bootstrap inference under cross‐sectional dependence
- Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
- Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
- Asymptotic properties of the estimators of the semi-parametric spatial regression model
- Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
- Series estimation under cross-sectional dependence
- Testing for sphericity in a fixed effects panel data model
- CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
- On spatial processes and asymptotic inference under near-epoch dependence
- HAC estimation in spatial panels
- Specification and estimation of social interaction models with network structures
- Nonparametric prediction of spatial multivariate data
- HAC ESTIMATION BY AUTOMATED REGRESSION
- Large panels with common factors and spatial correlation
- Spatial correlation robust inference with errors in location or distance
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- Robust estimation and inference of spatial panel data models with fixed effects
- On size and power of heteroskedasticity and autocorrelation robust tests
- Statistical inference on regression with spatial dependence
- Estimation of spatial sample selection models: a partial maximum likelihood approach
- Spatial dependence in option observation errors
- Limit theorems for network dependent random variables
- Determining individual or time effects in panel data models
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- Mean group estimation in presence of weakly cross-correlated estimators
- Spatial correlation robust inference
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
- Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- A likelihood ratio test for spatial model selection
- Quasi-generalized least squares regression estimation with spatial data
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Estimation of spatial autoregressions with stochastic weight matrices
- Spatial system estimators for panel models: a sensitivity and simulation study
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
- Small-sample inference with spatial HAC estimators
- On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
- Robust estimation under error cross section dependence
- Estimating regional trade agreement effects on FDI in an interdependent world
- Identification and estimation of linear social interaction models
- Autoregressive spatial spectral estimates
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Spatial Correlation Robust Inference in Linear Regression and Panel Models
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
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