Quasi-generalized least squares regression estimation with spatial data

DOI10.1016/J.ECONLET.2017.04.004MaRDI QIDQ1673550zbMATH OpenOpenAlexFDO

Authors Cuicui Lu, Jeffrey M. Wooldridge

Publication date 12 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.04.004

zbMATH Keywords

covariance taperingquasi-GLSspatial correlationspatial HAC estimator

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05) Inference from spatial processes (62M30)

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Cites work

• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
• Central limit theorems and uniform laws of large numbers for arrays of random fields
• GMM estimation with cross sectional dependence
• HAC estimation in a spatial framework

Cited in

(8)

• Estimating equations for spatially correlated data in multi-dimensional space
• Regression Models with Spatially Correlated Errors
• Variance Estimation in Spatial Regression Using a Non-parametric Semivariogram Based on Residuals
• Joint Quantile Regression for Spatial Data
• Functional regression models with temporal and/or spatial dependence
• Pseudo best estimator by a separable approximation of spatial covariance structures
• Quasi-least squares regression
• Least squares estimation of nonlinear spatial trends

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