Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
DOI10.1016/J.JECONOM.2016.04.019zbMATH Open1443.62310OpenAlexW2530124015MaRDI QIDQ341908FDOQ341908
Publication date: 17 November 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.04.019
identificationquasi-maximum likelihood estimationfull information maximum likelihood estimationmultivariate spatial autoregressionspatial simultaneous equations
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
Cites Work
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Estimation Methods for Models of Spatial Interaction
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (16)
- Grouped spatial autoregressive model
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks
- SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
- Simultaneous Spatial Panel Data Models with Common Shocks
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
- Approximate least squares estimation for spatial autoregressive models with covariates
- Inference in partially identified heteroskedastic simultaneous equations models
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
- Network Competition and Team Chemistry in the NBA
- Network Functional Varying Coefficient Model
- Multivariate spatiotemporal models with low rank coefficient matrix
- Scalable interpretable learning for multi-response error-in-variables regression
- Multivariate spatial autoregressive model for large scale social networks
- VPint: value propagation-based spatial interpolation
- Two-mode network autoregressive model for large-scale networks
- Subnetwork estimation for spatial autoregressive models in large-scale networks
Uses Software
This page was built for publication: Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q341908)
