Functional-coefficient spatial autoregressive models with nonparametric spatial weights

DOI10.1016/j.jeconom.2016.07.005zbMath1443.62309OpenAlexW2510544080MaRDI QIDQ311651

Yiguo Sun

Publication date: 13 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.07.005

zbMATH Keywords

sieve estimatorlocal linear regressionspatial autoregressive modelsconditional Solow economic growth convergence equationendogenous spatial covariatesfunctional coefficientsnonparametric GMM estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (12)

Semiparametric estimation and testing of smooth coefficient spatial autoregressive models ⋮ Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters ⋮ Semi-functional partial linear spatial autoregressive model ⋮ Quantile regression for varying coefficient spatial error models ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Community network auto-regression for high-dimensional time series ⋮ Spatial autoregressions with an extended parameter space and similarity-based weights ⋮ Social threshold regression ⋮ Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models ⋮ Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects ⋮ The LLN and CLT for U-statistics under cross-sectional dependence ⋮ Estimation of spatial autoregressive models with covariate measurement errors

Uses Software

• Arc_Mat

Cites Work

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