Higher-order least squares inference for spatial autoregressions
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Publication:2106404
DOI10.1016/j.jeconom.2022.01.010OpenAlexW3048548172MaRDI QIDQ2106404
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
Edgeworth expansionleast squares estimationspatial autoregressionhigher-order inferencetesting spatial independence
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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