scientific article; zbMATH DE number 2222812

MaRDI QIDQ5701609zbMATH OpenFDO

Authors Harry H. Kelejian, Ingmar R. Prucha, Yevgeny Yuzefovich

Publication date 4 November 2005

zbMATH Keywords

tables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cited in

(19)

• Identification and estimation of linear social interaction models
• Estimation of spatial autoregressive models with boundary specification problem
• Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
• Panel data models with spatially correlated error components
• HAC estimation in a spatial framework
• Agents of change and the approximation of network outcomes: a simulation study
• A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Dealing with intraregional flows in spatial econometric gravity models
• On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
• Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
• Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators
• Efficient estimation of the semiparametric spatial autoregressive model
• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
• EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
• Analysis of network interventions with an application to hospital-acquired infections
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• New approaches to measuring AI contribution to innovation across European regions

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