An efficient GMM estimator of spatial autoregressive models
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Cites work
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- 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
- Efficient estimation of the semiparametric spatial autoregressive model
- Estimation Methods for Models of Spatial Interaction
- 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 with Many Moment Conditions
- scientific article; zbMATH DE number 3550043 (Why is no real title available?)
- Matrix Analysis
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Redundancy of moment conditions
Cited in
(45)- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- GEL estimation and tests of spatial autoregressive models
- Moment redundancy test with application to efficiency-improving copulas
- Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances
- Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM
- A case study on the shareholder network effect of stock market data: an SARMA approach
- The GMM estimation of semiparametric spatial stochastic frontier models
- Adaptive inference on pure spatial models
- Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
- Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
- Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Large sample properties of the matrix exponential spatial specification with an application to FDI
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Asymptotics of improved generalized moment estimators for spatial autoregressive error models
- Statistical inference on the parametric component in partially linear spatial autoregressive models
- Testing a linear relationship in varying coefficient spatial autoregressive models
- Empirical likelihood and GMM for spatial models
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
- Optimum property of estimating function for spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- A note on efficient simulation of multidimensional spatial autoregressive processes
- GMM inference in spatial autoregressive models
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
- Automatic variable selection for semiparametric spatial autoregressive model
- A general framework for spatial GARCH models
- Indirect inference estimation of higher-order spatial autoregressive models
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- GMM estimation of partially linear additive spatial autoregressive model
- A combined moment equation approach for spatial autoregressive models
- Specification Test for Spatial Autoregressive Models
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Spatial autoregressive quantile models based on smoothed GMM and its application
- Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
- Trending Time-Varying Coefficient Spatial Panel Data Models
- Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models
- GMM inference in the matrix exponential spatial specification
- Reduced rank multivariate spatial autoregressive model for large-scale networks
- Semiparametric GMM estimation of spatial autoregressive models
- Improved GMM estimation of the spatial autoregressive error model
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