Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

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

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Large Sample Properties of Generalized Method of Moments Estimators
Matrix Analysis
Estimation Methods for Models of Spatial Interaction
The nonlinear two-stage least-squares estimator
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The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator
An efficient two-step estimator for the dynamic adjustment model with autoregressive errors
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Generalized Least Squares with an Estimated Variance Covariance Matrix

Cited In (70)

A combined moment equation approach for spatial autoregressive models
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SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
GMM estimation and variable selection of partially linear additive spatial autoregressive model
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
Consistent two-stage estimation in heterogeneous network autoregressive model
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
Specification Test for Spatial Autoregressive Models
Distributed estimation and inference for spatial autoregression model with large scale networks
Network Competition and Team Chemistry in the NBA
Treatment Effects With Heterogeneous Externalities
Analysis of network interventions with an application to hospital-acquired infections
Estimating social effects with randomized and observational network data
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Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
Information theory estimators for the first-order spatial autoregressive model
Instrumental variable estimation of a spatial autoregressive panel model with random effects
Asymptotic distribution of the OLS estimator for a mixed spatial model
Common factors and spatial dependence: an application to US house prices
GMM inference in spatial autoregressive models
Social threshold regression
Spatial weights matrix selection and model averaging for spatial autoregressive models
Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
Estimation of partially specified spatial panel data models with random-effects
Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions
EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
Large sample properties of the matrix exponential spatial specification with an application to FDI
IPW-based robust estimation of the SAR model with missing data
Interquantile shrinkage in spatial additive autoregressive models
Agents of change and the approximation of network outcomes: a simulation study
An efficient GMM estimator of spatial autoregressive models
Variable selection for spatial autoregressive models
Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
A general method for third-order bias and variance corrections on a nonlinear estimator
Estimation for the spatial autoregressive threshold model
Estimation of spatial autoregressive models with covariate measurement errors
Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
Model selection and model averaging for matrix exponential spatial models
Estimation of partially specified spatial panel data models with fixed-effects
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Variable selection for spatial autoregressive models with a diverging number of parameters
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
The Hausman test in a Cliff and Ord panel model
HAC estimation in a spatial framework
Panel data models with spatially correlated error components
The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
Spatial system estimators for panel models: a sensitivity and simulation study
Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
Estimation and inference in spatial models with dominant units
GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Statistical inference in functional semiparametric spatial autoregressive model
Efficient estimation of the semiparametric spatial autoregressive model
On the asymptotic distribution of the Moran \(I\) test stastistic with applications
ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS
Shrinkage estimation of the linear model with spatial interaction
Identification of peer effects through social networks
Inference on higher-order spatial autoregressive models with increasingly many parameters
A weak law for moments of pairwise stable networks
GMM estimation of social interaction models with centrality
Spatial autoregressions with an extended parameter space and similarity-based weights
Subnetwork estimation for spatial autoregressive models in large-scale networks
Identification and estimation of linear social interaction models

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