Large sample inference on spatial dependence

DOI10.1111/J.1368-423X.2008.00264.XMaRDI QIDQ3406054zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 12 February 2010

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1368-423x.2008.00264.x

zbMATH Keywords

parameter estimationspatial dependenceasymptotic theoryindependence testing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Non-nested testing of spatial correlation
• Adaptive inference on pure spatial models
• Statistical inference on regression with spatial dependence
• Refinements in maximum likelihood inference on spatial autocorrelation in panel data
• Fixed-b asymptotics for spatially dependent robust nonparametric covariance matrix estimators

Cites work

• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Correlation testing in time series, spatial and cross-sectional data
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA

Cited in

(10)

• Spatial dependence in option observation errors
• LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
• Statistical inference on regression with spatial dependence
• Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets
• A note on dynamic spatiotemporal ARCH models: small- and large-sample results
• A stationary spatio-temporal GARCH model
• Adaptive inference on pure spatial models
• Spatial autoregressive conditional heteroskedasticity models
• On spatial processes and asymptotic inference under near-epoch dependence
• Nonparametric spatial regression under near-epoch dependence

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