Spatial system estimators for panel models: a sensitivity and simulation study

DOI10.1016/J.MATCOM.2014.03.003MaRDI QIDQ2229856zbMATH OpenOpenAlexFDO

Authors Shuangzhe Liu, Wolfgang Polasek, Tiefeng Ma

Publication date 18 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL http://irihs.ihs.ac.at/2177/1/es-294.pdf

zbMATH Keywords

Taylor approximationsseemingly unrelated regression modelsgeneralized and ordinary least-squares estimatorspanel systems with spatial componentsspatial autoregressive regression and spatial error models

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3597760 (Why is no real title available?)
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• Applied Spatial Data Analysis with R
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• HAC estimation in a spatial framework
• Introduction to spatial econometrics.
• Local sensitivity and diagnostic tests
• On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
• Panel data models with spatially correlated error components
• Regression Diagnostics for General Linear Regression Models
• Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
• Sensitivity analysis of SAR estimators: a numerical approximation
• Spatial interaction of crime incidents in Japan
• The Hadamard Product and Some of its Applications in Statistics
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• The heteroskedastic linear regression model and the Hadamard product. A note

Cited in

(5)

• Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
• Professor Heinz Neudecker and matrix differential calculus
• Sensitivity analysis in linear models
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• Local influence analysis in general spatial models

Describes a project that uses

Uses Software

• Arc_Mat
• R-Geo

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