On spatial processes and asymptotic inference under near-epoch dependence
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Cites work
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- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
- A central limit theorem for endogenous locations and complex spatial interactions
- A new semiparametric spatial model for panel time series
- A new weak dependence condition and applications to moment inequalities
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic normality of kernel density estimators under dependence
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Density estimation for spatial linear processes
- Efficient estimation of the semiparametric spatial autoregressive model
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- GMM estimation with cross sectional dependence
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
- HAC estimation in a spatial framework
- Invariance principles for dependent variables
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Large sample inference on spatial dependence
- Local linear fitting under near epoch dependence
- Nature or nurture? Learning and the geography of female labor force participation
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- On spatial processes and asymptotic inference under near-epoch dependence
- On the Strong Mixing Property for Linear Sequences
- On the central limit theorem for stationary mixing random fields
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- Robust methods and asymptotic theory in nonlinear econometrics
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Cited in
(44)- Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
- Testing spatial dependence in spatial models with endogenous weights matrices
- Limit theorems for network dependent random variables
- Spatial dependence in option observation errors
- Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields
- Rate-optimal cluster-randomized designs for spatial interference
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- A central limit theorem for endogenous locations and complex spatial interactions
- Estimation of spatial autoregressions with stochastic weight matrices
- Block-band behavior of spatial correlations: an analytical asymptotic study in a spatial exponential family data setup
- Inference on factor structures in heterogeneous panels
- Mutual influence regression model
- Estimation of spatial sample selection models: a partial maximum likelihood approach
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
- Semiparametric estimation of censored spatial autoregressive models
- Inference in a similarity-based spatial autoregressive model
- Dynamic Network Quantile Regression Model
- Threshold network GARCH model
- Maximum likelihood estimation of a spatial autoregressive Tobit model
- A robust test for network generated dependence
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- On spatial processes and asymptotic inference under near-epoch dependence
- Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Nonparametric spatial regression under near-epoch dependence
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- A likelihood ratio test for spatial model selection
- Spatial econometrics for misaligned data
- Identifying latent group structures in spatial dynamic panels
- Threshold spatial autoregressive model
- Autoregressive spatial spectral estimates
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- Spatial semiparametric model with endogenous regressors
- Series estimation under cross-sectional dependence
- A weak law for moments of pairwise stable networks
- M-estimators for models with a mix of discrete and continuous parameters
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
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