Asymptotic theory for nonparametric regression with spatial data

DOI10.1016/J.JECONOM.2011.05.002zbMATH Open1441.62853OpenAlexW2126744766MaRDI QIDQ738039FDOQ738039

Authors: Peter M. Robinson 

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.002

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zbMATH Keywords

consistencyheterogeneitynonparametric regressioncentral limit theoremweak dependencespatial datalong range dependence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05)

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Cited In (51)

• Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data
• Uniform Nonparametric Inference for Spatially Dependent Panel Data
• Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity
• Spatial dependence in option observation errors
• Efficient closed-form estimation of large spatial autoregressions
• Local linear estimation for regression models with locally stationary long memory errors
• NONPARAMETRIC PREDICTION WITH SPATIAL DATA
• Nearest neighbors estimation for long memory functional data
• Optimal sampling designs for nonparametric estimation of spatial averages of random fields
• QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
• Inference on modelling cross-sectional dependence for a varying-coefficient model
• Nonparametric estimation of probability density functions for irregularly observed spatial data
• Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
• Spatial nonparametric regression estimation: Non-isotropic case
• Smooth coefficient models with endogenous environmental variables
• Inference without smoothing for large panels with cross-sectional and temporal dependence
• Specification Test for Spatial Autoregressive Models
• On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
• Nonparametric spatial regression with spatial autoregressive error structure
• Variable selection in heterogeneous panel data models with cross‐sectional dependence
• Editorial. Moment restriction-based econometric methods: an overview
• Statistical inference on regression with spatial dependence
• Robust nonparametric estimation for spatial regression
• Inference in a similarity-based spatial autoregressive model
• Asymptotic theory for varying coefficient regression models with dependent data
• Multivariate frequency polygon for stationary random fields
• Asymptotics of estimators for nonparametric multivariate regression models with long memory
• Nonparametric relative error regression for spatial random variables
• Estimation in a semiparametric panel data model with nonstationarity
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
• Lack of fit test for long memory regression models
• Expectile regression for spatial functional data analysis (sFDA)
• Non-nested testing of spatial correlation
• Nonparametric spatial regression under near-epoch dependence
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence
• Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data
• The nonparametric estimation of long memory spatio-temporal random field models
• Nonparametric recursive density estimation for spatial data
• Autoregressive spatial spectral estimates
• Spatial long memory
• Spatial semiparametric model with endogenous regressors
• Spatially smoothed kernel densities with application to crop yield distributions
• Smooth estimation of error distribution in nonparametric regression under long memory
• Exploring spatial nonlinearity using additive approximation
• Series estimation under cross-sectional dependence
• Nonparametric doubly robust estimation of causal effect on networks in observational studies
• Nonparametric regression for locally stationary random fields under stochastic sampling design
• A semiparametric model for heterogeneous panel data with fixed effects
• Spatial autoregressions with an extended parameter space and similarity-based weights
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• Nonparametric trending regression with cross-sectional dependence

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