Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
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Cites work
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- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic Theory and Large Models
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- scientific article; zbMATH DE number 1324089 (Why is no real title available?)
- Inference on higher-order spatial autoregressive models with increasingly many parameters
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Cited in
(33)- On maximum likelihood estimation for Gaussian spatial autoregression models
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
- Nonparametric specification testing via the trinity of tests
- Approximate least squares estimation for spatial autoregressive models with covariates
- Efficient closed-form estimation of large spatial autoregressions
- Adjusted QMLE for the spatial autoregressive parameter
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- Shrinkage estimation of network spillovers with factor structured errors
- Finite sample properties of maximum likelihood estimator in spatial models
- scientific article; zbMATH DE number 7017865 (Why is no real title available?)
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- Spatial dependence in option observation errors
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Estimation of spatial autoregressions with stochastic weight matrices
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- scientific article; zbMATH DE number 2222813 (Why is no real title available?)
- Polynomial network autoregressive models with divergent orders
- Sequential monitoring of high‐dimensional time series
- Spatial autoregressions with an extended parameter space and similarity-based weights
- Inference in a similarity-based spatial autoregressive model
- Bipartite network influence analysis of a two-mode network
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- Mutual influence regression model
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- Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models
- Reduced rank multivariate spatial autoregressive model for large-scale networks
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