Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
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Publication:2397719
DOI10.1016/J.JECONOM.2017.02.005zbMATH Open1452.62663OpenAlexW2593923408MaRDI QIDQ2397719FDOQ2397719
Authors: Emir Malikov, Yiguo Sun 
Publication date: 23 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/77253/1/MPRA_paper_77253.pdf
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constrained estimationSARlocal linear fittingconsistent testpartially linearnonparametric GMMquadratic momentsspatial lag
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
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Cited In (35)
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- Bipartite network influence analysis of a two-mode network
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Social threshold regression
- A semiparametric spatial dynamic model
- Semiparametric GMM estimation of spatial autoregressive models
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Automatic variable selection for semiparametric spatial autoregressive model
- Profile likelihood estimation of spatial varying coefficient stratified autocorrelation model and its application
- Estimation of nonparametric additive models with high order spatial autoregressive errors
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- Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
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- Spatial semiparametric model with endogenous regressors
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- Two-mode network autoregressive model for large-scale networks
- Subnetwork estimation for spatial autoregressive models in large-scale networks
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