Spatial system estimators for panel models: a sensitivity and simulation study
DOI10.1016/J.MATCOM.2014.03.003OpenAlexW2082637015MaRDI QIDQ2229856FDOQ2229856
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
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Cites Work
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- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
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- Local sensitivity and diagnostic tests
- Regression Diagnostics for General Linear Regression Models
- Sensitivity analysis of SAR estimators: a numerical approximation
- Applied Spatial Data Analysis with R
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
- The heteroskedastic linear regression model and the Hadamard product. A note
- The Hadamard Product and Some of its Applications in Statistics
- Spatial interaction of crime incidents in Japan
Cited In (5)
- Professor Heinz Neudecker and matrix differential calculus
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- 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
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