Large sample properties of the matrix exponential spatial specification with an application to FDI
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Publication:2354854
DOI10.1016/j.jeconom.2015.02.046zbMath1337.62255OpenAlexW2071637199MaRDI QIDQ2354854
Fei Jin, Nicolas Debarsy, Lung-fei Lee
Publication date: 27 July 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.02.046
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (10)
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors ⋮ QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity ⋮ GEL estimation and tests of spatial autoregressive models ⋮ Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix ⋮ Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models ⋮ A likelihood ratio test for spatial model selection ⋮ Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model ⋮ GMM inference in spatial autoregressive models ⋮ Unified M-estimation of matrix exponential spatial dynamic panel specification ⋮ Model selection and model averaging for matrix exponential spatial models
Uses Software
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