On spatial processes and asymptotic inference under near-epoch dependence
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Publication:528034
DOI10.1016/J.JECONOM.2012.05.022zbMATH Open1443.62472OpenAlexW2119050634WikidataQ36231887 ScholiaQ36231887MaRDI QIDQ528034FDOQ528034
Nazgul Jenish, Ingmar R. Prucha
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3441186
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Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05)
Cites Work
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Cited In (43)
- 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
- 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
- SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- Block-band behavior of spatial correlations: an analytical asymptotic study in a spatial exponential family data setup
- 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
- Inference on factor structures in heterogeneous panels
- 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
- Inference in a similarity-based spatial autoregressive model
- Dynamic Network Quantile Regression Model
- SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
- Threshold network GARCH model
- SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS
- 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
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
- On spatial processes and asymptotic inference under near-epoch dependence
- Nonparametric spatial regression under near-epoch dependence
- A likelihood ratio test for spatial model selection
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Spatial econometrics for misaligned data
- Identifying latent group structures in spatial dynamic panels
- Threshold spatial autoregressive model
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
- 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
- M-estimators for models with a mix of discrete and continuous parameters
- A weak law for moments of pairwise stable networks
- Series estimation under cross-sectional dependence
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
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