A spatial autoregressive model with a nonlinear transformation of the dependent variable

DOI10.1016/J.JECONOM.2014.12.005MaRDI QIDQ2346012zbMATH OpenOpenAlexFDO

Authors Xingbai Xu, Lung-fei Lee

Publication date 29 May 2015

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2014.12.005

zbMATH Keywords

maximum likelihoodnear-epoch dependenceinstrumental variablesasymptotic distribution of estimatorsnonlinear spatial autoregressive model

Mathematics Subject Classification ID

General nonlinear regression (62J02) Inference from spatial processes (62M30)

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Cites work

• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Asymptotic Statistics
• Central limit theorems and uniform laws of large numbers for arrays of random fields
• Estimation Methods for Models of Spatial Interaction
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• Introduction to spatial econometrics.
• Nonparametric spatial regression under near-epoch dependence
• On spatial processes and asymptotic inference under near-epoch dependence
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Panel data methods for fractional response variables with an application to test pass rates
• Probability for Statisticians
• Rank Estimation of Transformation Models
• Real analysis
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• Uniform Convergence in Probability and Stochastic Equicontinuity

Cited in

(23)

• Restrictions on the autoregressive parameters of share systems with spatial dependence
• Spatial dependence in option observation errors
• IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
• Quantile regression for partially linear varying coefficient spatial autoregressive models
• QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
• Using generalized estimating equations to estimate nonlinear models with spatial data
• Estimation of spatial autoregressions with stochastic weight matrices
• Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
• Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
• Spatial generalized linear models with non-Gaussian translation processes
• Nonlinear impact estimation in spatial autoregressive models
• Goodness of fit tests in spatial autoregressive stochastic frontier models
• Maximum likelihood estimation of a spatial autoregressive Tobit model
• Determinants of firm-level domestic sales and exports with spillovers: evidence from China
• Consistency without compactness of the parameter space in spatial econometrics
• Testing a linear relationship in varying coefficient spatial autoregressive models
• A likelihood ratio test for spatial model selection
• Variable selection of partially linear varying coefficient spatial autoregressive model
• Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
• Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
• Interquantile shrinkage in general spatial quantile autoregressive regression models
• Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model

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