Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
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Cites work
- scientific article; zbMATH DE number 1324089 (Why is no real title available?)
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic Theory and Large Models
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Consistent autoregressive spectral estimates
- Denis Sargan: some perspectives
- Distributed lag approximation to linear time-invariant systems
- Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
- Efficient estimation of the semiparametric spatial autoregressive model
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- Non-linear regression for multiple time-series
- Non-nested testing of spatial correlation
- Problems with likelihood estimation of covariance functions of spatial Gaussian processes
- Rao's score test in spatial econometrics
- Robust regression: Asymptotics, conjectures and Monte Carlo
- THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
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Cited in
(26)- Bipartite network influence analysis of a two-mode network
- scientific article; zbMATH DE number 7017865 (Why is no real title available?)
- Polynomial network autoregressive models with divergent orders
- Inference in a similarity-based spatial autoregressive model
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Shrinkage estimation of network spillovers with factor structured errors
- A semiparametric dynamic higher-order spatial autoregressive model
- Finite sample properties of maximum likelihood estimator in spatial models
- Spatial autoregressions with an extended parameter space and similarity-based weights
- Spatial dependence in option observation errors
- Mutual influence regression model
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- scientific article; zbMATH DE number 2222813 (Why is no real title available?)
- Estimation of spatial autoregressions with stochastic weight matrices
- Efficient closed-form estimation of large spatial autoregressions
- Adjusted QMLE for the spatial autoregressive parameter
- Approximate least squares estimation for spatial autoregressive models with covariates
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Maximum likelihood estimation of a spatial autoregressive Tobit model
- Nonparametric specification testing via the trinity of tests
- Multivariate spatiotemporal models with low rank coefficient matrix
- Covariance Model with General Linear Structure and Divergent Parameters
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- Sequential monitoring of high‐dimensional time series
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