Higher-order least squares inference for spatial autoregressions

DOI10.1016/J.JECONOM.2022.01.010OpenAlexW3048548172MaRDI QIDQ2106404FDOQ2106404

Authors: Yanyan Li 

Publication date: 14 December 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.01.010

zbMATH Keywords

spatial autoregressionEdgeworth expansionleast squares estimationhigher-order inferencetesting spatial independence

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Finite sample properties of maximum likelihood estimator in spatial models
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• Title not available (Why is that?)
• Estimation Methods for Models of Spatial Interaction
• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Title not available (Why is that?)
• Rao's score test in spatial econometrics
• Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
• Correlation testing in time series, spatial and cross-sectional data
• On the Formulation of Wald Tests of Nonlinear Restrictions
• Standardized LM tests for spatial error dependence in linear or panel regressions
• Non-nested testing of spatial correlation
• Finite-sample bias of the QMLE in spatial autoregressive models
• Indirect inference in spatial autoregression
• Improved Lagrange multiplier tests in spatial autoregressions
• REFINED TESTS FOR SPATIAL CORRELATION
• A general method for third-order bias and variance corrections on a nonlinear estimator
• On the bootstrap for Moran's \(I\) test for spatial dependence
• Adjusted QMLE for the spatial autoregressive parameter
• Testing for spatial autocorrelation: the regressors that make the power disappear

Cited In (1)

• Identification of a spatial autoregression by rank methods

This page was built for publication: Higher-order least squares inference for spatial autoregressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106404)