Estimation of spatial autoregressions with stochastic weight matrices
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Publication:5378500
DOI10.1017/S0266466618000142zbMATH Open1427.62112OpenAlexW2302145514MaRDI QIDQ5378500FDOQ5378500
Authors: Abhimanyu Gupta 
Publication date: 31 May 2019
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466618000142
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asymptotic normalityconsistencyinstrumental variablesordinary least squaressparse matrixpseudo maximum likelihoodhigher-order spatial autoregressive modelstochastic exogenous spatial weight matrix
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)
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Cited In (33)
- A simple closed-form relation between spatial weight matrices with different scalings
- Restrictions on the autoregressive parameters of share systems with spatial dependence
- Title not available (Why is that?)
- Information theory estimators for the first-order spatial autoregressive model
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- A matrix exponential spatial specification
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Detection and estimation of block structure in spatial weight matrix
- IPW-based robust estimation of the SAR model with missing data
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
- Estimation of spatial autoregressive models with boundary specification problem
- Statistical inference on regression with spatial dependence
- Inference in a similarity-based spatial autoregressive model
- Spurious spatial regression with equal weights
- Estimation of spatial autoregressive models with randomly missing data in the dependent variable
- Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach
- Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
- Some new estimators in spatial econometrics
- Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
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