A matrix exponential spatial specification

DOI10.1016/J.JECONOM.2006.09.007zbMATH Open1418.62295OpenAlexW1996736830MaRDI QIDQ280275FDOQ280275

Authors: James P. Lesage, R. Kelley Pace 

Publication date: 9 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.09.007

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zbMATH Keywords

Bayesianmaximum likelihoodspatial autoregressionmodel comparisonlog-determinantsmatrix exponentials

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Non-Markovian processes: estimation (62M09)

Cites Work

• Expokit
• Estimation Methods for Models of Spatial Interaction
• A STATISTICAL PARADOX
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian Graphical Models for Discrete Data
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• The Matrix-Logarithmic Covariance Model
• Benchmark priors for Bayesian model averaging.
• On multimodality of the likelihood in the spatial linear model
• Monte Carlo estimates of the log determinant of large sparse matrices
• Problems with likelihood estimation of covariance functions of spatial Gaussian processes
• Title not available (Why is that?)
• Title not available (Why is that?)
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Cited In (22)

• Testing spatial dependence in spatial models with endogenous weights matrices
• An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice
• Covariance estimation: the GLM and regularization perspectives
• Fast Bayesian estimation of spatial count data models
• Unified M-estimation of matrix exponential spatial dynamic panel specification
• Fitting spatial regressions to large datasets using unilateral approximations
• Large sample properties of the matrix exponential spatial specification with an application to FDI
• Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data
• Memory properties and aggregation of spatial autoregressive models
• Matrix exponential stochastic volatility with cross leverage
• Estimating time-varying proximity with a state–space model
• Covariance Matrix Estimation via Network Structure
• Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
• Adaptive inference on pure spatial models
• Model selection and model averaging for matrix exponential spatial models
• Non-nested testing of spatial correlation
• A likelihood ratio test for spatial model selection
• Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification
• QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
• Multivariate spatial autoregressive model for large scale social networks
• Two-mode network autoregressive model for large-scale networks

Uses Software

• Expokit
• Arc_Mat

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