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Cites work
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- scientific article; zbMATH DE number 3528420 (Why is no real title available?)
- scientific article; zbMATH DE number 1349957 (Why is no real title available?)
- scientific article; zbMATH DE number 1078257 (Why is no real title available?)
- scientific article; zbMATH DE number 1738333 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- A STATISTICAL PARADOX
- Bayesian Graphical Models for Discrete Data
- Benchmark priors for Bayesian model averaging.
- Estimation Methods for Models of Spatial Interaction
- Expokit
- Monte Carlo estimates of the log determinant of large sparse matrices
- On multimodality of the likelihood in the spatial linear model
- Problems with likelihood estimation of covariance functions of spatial Gaussian processes
- The Matrix-Logarithmic Covariance Model
Cited in
(29)- 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
- Generalized spatial matrix specifications
- 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
- Higher-order spatial autoregressive varying coefficient model: estimation and specification test
- Memory properties and aggregation of spatial autoregressive models
- Matrix exponential stochastic volatility with cross leverage
- Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models
- GMM inference in the matrix exponential spatial specification
- 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
- Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models
- 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
- Entropic covariance models
- Non-nested testing of spatial correlation
- A likelihood ratio test for spatial model selection
- Modelling spatio-temporal dynamics in multi-output stochastic frontiers for the European agribusiness industry
- 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
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