Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
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Publication:2225011
DOI10.1016/j.jeconom.2020.05.011zbMath1464.62521OpenAlexW3047240523MaRDI QIDQ2225011
Xi Qu, Lung-fei Lee, Chao Yang
Publication date: 4 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.05.011
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
Cites Work
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