Inference on higher-order spatial autoregressive models with increasingly many parameters

DOI10.1016/j.jeconom.2014.12.008zbMath1332.62365OpenAlexW1540604691MaRDI QIDQ2346013

Abhimanyu Gupta, Peter M. Robinson

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.2014.12.008

zbMATH Keywords

rate of convergencecentral limit theoremspatial autoregressionincreasingly many parametersspatial panel data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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