Specification Test for Spatial Autoregressive Models
From MaRDI portal
Publication:6616633
Cites work
- A Consistent Conditional Moment Test of Functional Form
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A central limit theorem for generalized quadratic forms
- A consistent model specification test with mixed discrete and continuous data
- A consistent test of functional form via nonparametric estimation techniques
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- A spatial dynamic panel data model with both time and individual fixed effects
- An efficient GMM estimator of spatial autoregressive models
- An equality test across nonparametric regressions
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic theory for nonparametric regression with spatial data
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Comparing nonparametric versus parametric regression fits
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Does the rotten child spoil his companion? Spatial peer effects among children in rural India
- Efficient estimation of the semiparametric spatial autoregressive model
- Estimation Methods for Models of Spatial Interaction
- Estimation of spatial autoregressive panel data models with fixed effects
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- GMM estimation with cross sectional dependence
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- Introduction to spatial econometrics.
- Local linear M-estimation in non-parametric spatial regression
- Local linear spatial regression
- Multivariate binary discrimination by the kernel method
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
- Nonparametric econometrics. Theory and practice.
- Nonparametric estimation of regression functions with both categorical and continuous data
- Nonparametric spatial regression under near-epoch dependence
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- QML estimation of dynamic panel data models with spatial errors
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Semiparametric GMM estimation of spatial autoregressive models
- Sparse spatial autoregressions
- Spatial Price Competition: A Semiparametric Approach
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Cited in
(1)
This page was built for publication: Specification Test for Spatial Autoregressive Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6616633)
