Banded spatio-temporal autoregressions (Q1739642)

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Language	Label	Description	Also known as
English	Banded spatio-temporal autoregressions	scientific article

Statements

scholarly article

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Banded spatio-temporal autoregressions (English)

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Journal of Econometrics

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publication date

26 April 2019

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full work available at URL

https://arxiv.org/abs/1803.01699

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http://eprints.lse.ac.uk/91161/1/Yao_Banded-spatio-temporal.pdf

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zbMATH Keywords

banded coefficient matrices

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least squares estimation

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spatial panel dynamic models

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Yule-Walker equation

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MaRDI profile type

MaRDI publication profile

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High dimensional generalized empirical likelihood for moment restrictions with dependent data

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Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients

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Nonlinear time series. Nonparametric and parametric methods

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Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

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The inverse of banded matrices

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Factor modeling for high-dimensional time series: inference for the number of factors

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Estimation of latent factors for high-dimensional time series

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GMM estimation of spatial autoregressive models with unknown heteroskedasticity

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Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces

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Some mixing properties of time series models

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Semiparametric GMM estimation of spatial autoregressive models

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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large

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Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2018.09.012

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:1739642

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