Inference in a similarity-based spatial autoregressive model
From MaRDI portal
Publication:6134253
Cites work
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- A nonlinear panel data model of cross-sectional dependence
- A similarity-based approach to prediction
- A similarity-based approach to time-varying coefficient non-stationary autoregression
- Asymmetric empirical similarity
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic inference for nearly nonstationary AR(1) processes
- Asymptotic theory for empirical similarity models
- Asymptotic theory for nonparametric regression with spatial data
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Correlation testing in time series, spatial and cross-sectional data
- Dynamic spatial panel models: networks, common shocks, and sequential exogeneity
- Econometric analysis of production networks with dominant units
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Estimation of spatial autoregressions with stochastic weight matrices
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- Limit theory for moderate deviations from a unit root
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Non-nested testing of spatial correlation
- Norming rates and limit theory for some time-varying coefficient autoregressions
- On spatial processes and asymptotic inference under near-epoch dependence
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data
- Similarity-based model for ordered categorical data
- Spatial autoregressions with an extended parameter space and similarity-based weights
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- The Oxford handbook of panel data
- Towards a unified asymptotic theory for autoregression
Cited in
(2)
This page was built for publication: Inference in a similarity-based spatial autoregressive model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6134253)
