Indirect inference in spatial autoregression

DOI10.1111/ECTJ.12084MaRDI QIDQ5093955zbMATH OpenOpenAlexFDO

Authors

Publication date 2 August 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ectj.12084

zbMATH Keywords

biasbinding functioninconsistencyindirect inferencespatial autoregressionweight matrix

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(12)

• A general result on the estimation bias of ARMA models
• Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
• Difference-in-differences techniques for spatial data: local autocorrelation and spatial interaction
• Higher-order least squares inference for spatial autoregressions
• Adaptive inference on pure spatial models
• Adjusted QMLE for the spatial autoregressive parameter
• Indicator Variables in Spatial Prediction WhenΣIs Unknown
• scientific article; zbMATH DE number 6156856 (Why is no real title available?)
• Robust estimation of stationary continuous-time ARMA models via indirect inference
• CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
• Indirect inference estimation of higher-order spatial autoregressive models
• Identification of a spatial autoregression by rank methods

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