Local Walsh-average regression for spatial autoregression single index varying coefficient models
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Cites work
- A generalized moments estimator for the autoregressive parameter in a spatial model
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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- On the Harrison and Rubinfeld data
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- Quantile regression.
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- Statistical inference for a single-index varying-coefficient model
- Variable selection for spatial autoregressive models with a diverging number of parameters
- WLAD-LASSO method for robust estimation and variable selection in partially linear models
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