Estimation and inference in spatial models with dominant units

DOI10.1016/j.jeconom.2020.04.045zbMath1471.62479OpenAlexW2941068116MaRDI QIDQ2658761

Cynthia Fan Yang, M. Hashem Pesaran

Publication date: 24 March 2021

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

Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp7563_0.pdf

zbMATH Keywords

capital shareSAR modelsheteroskedastic errorsbias-corrected method of momentscentral limit theorems for linear-quadratic formsdominant unitsUS input-output tables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multisectoral models in economics (91B66)

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