Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
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Publication:1706499
DOI10.1016/J.JECONOM.2017.12.006zbMATH Open1386.62031OpenAlexW2782896918MaRDI QIDQ1706499FDOQ1706499
Authors: Yiguo Sun, Emir Malikov 
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/83671/1/MPRA_paper_83671.pdf
Recommendations
fixed effectshypothesis testinglocal linear regressionvarying coefficientsieve estimatorspatial autoregressivefirst differencenonparametric GMM
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)
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Cited In (24)
- Fixed effects spatial panel data models with time-varying spatial dependence
- Profile quasi maximum likelihood dummy variables estimation for spatial lag varying coefficient panel data model with fixed effects
- Grouped spatial autoregressive model
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
- Functional form and spatial dependence in dynamic panels
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
- Estimation of nonparametric additive models with high order spatial autoregressive errors
- Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- HAC estimation in spatial panels
- Interpreting heterogeneous coefficient spatial autoregressive panel models
- Community network auto-regression for high-dimensional time series
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data
- Estimation of spatial autoregressive panel data models with fixed effects
- Analysis of heterogeneous networks with unknown dependence structure
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Inference for spatial regression models with functional response using a permutational approach
- Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
- A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types
- Orthogonal projection based variable selection for semiparametric spatial autoregressive models
- Functional SAC model: with application to spatial econometrics
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