Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
DOI10.1016/J.JECONOM.2016.04.019zbMATH Open1443.62310OpenAlexW2530124015MaRDI QIDQ341908FDOQ341908
Authors: Kai Yang, Lung-fei Lee 
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
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Cites Work
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- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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Cited In (18)
- Restrictions on the autoregressive parameters of share systems with spatial dependence
- 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
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- 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
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