Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
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Publication:2208849
DOI10.1016/j.econlet.2020.109397zbMath1452.62609OpenAlexW3042132507MaRDI QIDQ2208849
Publication date: 4 November 2020
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109397
Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Cites Work
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- An efficient GMM estimator of spatial autoregressive models
- Estimation Methods for Models of Spatial Interaction
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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