Estimation Methods for Models of Spatial Interaction

DOI10.2307/2285387zbMATH Open0313.62063OpenAlexW4250834793MaRDI QIDQ4072676FDOQ4072676

Authors: Keith Ord 

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/2285387

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Software, source code, etc. for problems pertaining to statistics (62-04)

Cited In (only showing first 100 items - show all)

• Chebyshev approximation of log-determinants of spatial weight matrices
• Testing for random effects and spatial lag dependence in panel data models
• Objective Bayesian analysis for autoregressive models with nugget effects
• A spatial dynamic panel data model with both time and individual fixed effects
• Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
• Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors
• Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data
• An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice
• Modelling small area counts in the presence of overdispersion and spatial autocorrelation
• Bayesian model selection in spatial lattice models
• Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses
• Rao's score test in spatial econometrics
• First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
• A spatial autoregressive model with a nonlinear transformation of the dependent variable
• Estimating a spatial autoregressive model with an endogenous spatial weight matrix
• Asymptotic distribution of the OLS estimator for a mixed spatial model
• A matrix exponential spatial specification
• Spatial correlation robust inference with errors in location or distance
• Higher-order least squares inference for spatial autoregressions
• Likelihood-based estimation for Gaussian MRFs
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
• A semiparametric spatial dynamic model
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions
• Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
• Maximum likelihood estimation for directional conditionally autoregressive models
• Testing for random effects and serial correlation in spatial autoregressive models
• On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified
• An efficient GMM estimator of spatial autoregressive models
• Power properties of invariant tests for spatial autocorrelation in linear regression
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
• Spurious spatial regression with equal weights
• Testing for spatial lag and spatial error dependence using double length artificial regressions
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
• Spillover dynamics for systemic risk measurement using spatial financial time series models
• Estimation of spatial autoregressive models with covariate measurement errors
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
• Empirical likelihood for nonparametric regression models with spatial autoregressive errors
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
• Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
• Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
• Examining extreme weather effects on birth weight from the individual effect to spatiotemporal aggregation effects
• Statistical inference of partially specified spatial autoregressive model
• Spatial autoregressive conditional heteroskedasticity models
• Finite sample properties of maximum likelihood estimator in spatial models
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
• Comparison of predictions by kriging and spatial autoregressive models
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects
• Cell-specific and post-hoc spatial clustering tests based on nearest neighbor contingency tables
• Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• Double-length regression tests for testing functional forms and spatial error dependence
• Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
• Empirical likelihood for panel data models with spatial errors
• Testing and Estimation of Social Network Dependence With Time to Event Data
• Shrinkage estimation of the linear model with spatial interaction
• Spatial dynamic panel data models with interactive fixed effects
• Specification and estimation of social interaction models with network structures
• A close look at the spatial structure implied by the CAR and SAR models.
• Performance contest between MLE and GMM for huge spatial autoregressive models
• Efficiency of least squares estimators in the presence of spatial autocorrelation
• Estimating spatial covariance using penalised likelihood with weightedL₁penalty
• A note on 2SLS estimation of the mixed regressive spatial autoregressive model
• A combined moment equation approach for spatial autoregressive models
• Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data
• Simultaneous outlier detection and variable selection for spatial Durbin model
• Grouped spatial autoregressive model
• Efficient closed-form estimation of large spatial autoregressions
• Fast cars
• Spatial dependence through local yardstick competition: theory and testing
• On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity
• Adjusted QMLE for the spatial autoregressive parameter
• Spatially recursive algorithms for adaptive estimation of two-dimensional non-causal and non-stationary simultaneous autoregressive model parameters
• Estimation of spatial autoregressive models with measurement error for large data sets
• Maximum Likelihood Algorithm for Spatial Generalized Linear Mixed Models without Numerical Evaluations of Intractable Integrals
• Non-stationary spatial autoregressive modeling for the prediction of lattice data
• Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
• A tutorial on methods for the modeling and analysis of social network data
• LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
• Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses
• Computational aspects of the EM algorithm for spatial econometric models with missing data
• More on the APLE statistic
• GMM estimation and variable selection of partially linear additive spatial autoregressive model
• Control charts for multivariate spatial autoregressive models
• Approximate least squares estimation for spatial autoregressive models with covariates
• Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
• The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
• Fitting spatial regressions to large datasets using unilateral approximations
• Robust two-stage estimation in general spatial dynamic panel data models
• Estimating Spatial Autocorrelation With Sampled Network Data
• Automatic variable selection for semiparametric spatial autoregressive model
• IPW-based robust estimation of the SAR model with missing data
• An efficient approach to spatiotemporal analysis and modeling of air pollution data
• Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
• Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
• Specification Test for Spatial Autoregressive Models

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