Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
From MaRDI portal
Publication:1706499
DOI10.1016/j.jeconom.2017.12.006zbMath1386.62031OpenAlexW2782896918MaRDI QIDQ1706499
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
hypothesis testingfixed effectssieve estimatorlocal linear regressionvarying coefficientspatial autoregressivefirst differencenonparametric GMM
Inference from spatial processes (62M30) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
Related Items (6)
A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types ⋮ Estimation of nonparametric additive models with high order spatial autoregressive errors ⋮ Community network auto-regression for high-dimensional time series ⋮ Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models ⋮ Fixed effects spatial panel data models with time-varying spatial dependence ⋮ Grouped spatial autoregressive model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Estimation of spatial autoregressive panel data models with fixed effects
- A consistent test of functional form via nonparametric estimation techniques
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Nonparametric estimation and testing of fixed effects panel data models
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- A specification test for nonlinear nonstationary models
- Some new asymptotic theory for least squares series: pointwise and uniform results
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- An efficient GMM estimator of spatial autoregressive models
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- Estimating semiparametric panel data models by marginal integration
- Semiparametric GMM estimation of spatial autoregressive models
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Nonparametric regression estimation with general parametric error covariance
- Consistent model specification tests for time series econometric models
- A simple consistent bootstrap test for a parametric regression function
- Convergence rates and asymptotic normality for series estimators
- Nonparametric kernel regression subject to monotonicity constraints
- A semiparametric spatial dynamic model
- On the bootstrap for Moran's \(I\) test for spatial dependence
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- On limiting values of an integral of Cauchy type for functions of Zygmund classes
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Errors in variables and spatial effects in hedonic house price models of ambient air quality
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS*
- Spatial Price Competition: A Semiparametric Approach
This page was built for publication: Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
