Higher-order least squares inference for spatial autoregressions

DOI10.1016/J.JECONOM.2022.01.010MaRDI QIDQ2106404zbMATH OpenOpenAlexFDO

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

Edgeworth expansionhigher-order inferenceleast squares estimationspatial autoregressiontesting spatial independence

Mathematics Subject Classification ID

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

Cites work

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• Testing for spatial autocorrelation: the regressors that make the power disappear

Cited in

(2)

• Identification of a spatial autoregression by rank methods
• Reduced rank multivariate spatial autoregressive model for large-scale networks

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