Spatial weights matrix selection and model averaging for spatial autoregressive models
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Publication:1706440
DOI10.1016/J.JECONOM.2017.05.021zbMATH Open1386.62033OpenAlexW2770938988MaRDI QIDQ1706440FDOQ1706440
Authors: Xinyu Zhang, Jihai Yu 
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.05.021
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
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Cited In (26)
- A combined moment equation approach for spatial autoregressive models
- Robust variable selection with exponential squared loss for the spatial autoregressive model
- Inward and Outward Network Influence Analysis
- On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- Estimating flow data models of international trade: dual gravity and spatial interactions
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data
- Title not available (Why is that?)
- Mutual influence regression model
- Optimal model averaging estimator for multinomial logit models
- Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- Profile likelihood estimation of spatial varying coefficient stratified autocorrelation model and its application
- Estimation of nonparametric additive models with high order spatial autoregressive errors
- Indirect inference estimation of higher-order spatial autoregressive models
- Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors
- Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
- Model selection and model averaging for matrix exponential spatial models
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
- Optimal model averaging for multivariate regression models
- Shrinkage estimation of network spillovers with factor structured errors
- Spatial J-test: some Monte Carlo evidence
- Multivariate spatiotemporal models with low rank coefficient matrix
- On selection of spatial weight matrix in spatial lag models
- Model selection and averaging for higher-order spatial autoregressive model
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