A central limit theorem for endogenous locations and complex spatial interactions

DOI10.1016/j.jeconom.2006.09.008zbMath1418.62367OpenAlexW1984440389MaRDI QIDQ280279

Lihong Shen, Joris Pinkse, Margaret E. Slade

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.2006.09.008

zbMATH Keywords

endogeneitycentral limit theoremspatial econometrics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Central limit and other weak theorems (60F05)

Related Items (5)

Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence ⋮ Series estimation under cross-sectional dependence ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ On spatial processes and asymptotic inference under near-epoch dependence ⋮ Asymptotic theory for nonparametric regression with spatial data

Cites Work

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• On the central limit theorem for stationary mixing random fields
• A new weak dependence condition and applications to moment inequalities
• Non-strong mixing autoregressive processes
• Interpolation of nonstationary air pollution processes: a spatial spectral approach
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Some Limit Theorems for Stationary Processes
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications

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