Nonparametric spatial regression under near-epoch dependence
DOI10.1016/J.JECONOM.2011.11.008zbMATH Open1441.62753OpenAlexW2041028193MaRDI QIDQ738148FDOQ738148
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.11.008
asymptotic normalitynonparametric regressionlocal linear estimatornear-epoch dependent spatial processes
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- On spatial processes and asymptotic inference under near-epoch dependence
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Some Limit Theorems for Stationary Processes
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Nonlinear time series. Nonparametric and parametric methods
- Non-strong mixing autoregressive processes
- On Estimation of a Probability Density Function and Mode
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Spatial nonparametric regression estimation: Non-isotropic case
- Spatial kernel regression estimation: weak consistency
- Local linear spatial regression
- Invariance principles for sums of Banach space valued random elements and empirical processes
- On the Strong Mixing Property for Linear Sequences
- Invariance principles for dependent variables
- Density estimation for spatial linear processes
- Estimation in semiparametric spatial regression
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
- Asymptotic theory for nonparametric regression with spatial data
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
- Dependent Lindeberg central limit theorem and some applications
- Efficient estimation of the semiparametric spatial autoregressive model
- A new semiparametric spatial model for panel time series
- Some examples of mixing random fields
- Large-sample inference on spatial dependence
Cited In (14)
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
- Specification Test for Spatial Autoregressive Models
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
- Robust nonparametric estimation for spatial regression
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- Spatially-adaptive sensing in nonparametric regression
- SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS
- Maximum likelihood estimation of a spatial autoregressive Tobit model
- The nonparametric estimation of long memory spatio-temporal random field models
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
- Series estimation under cross-sectional dependence
- Nonparametric regression for locally stationary random fields under stochastic sampling design
- A semiparametric model for heterogeneous panel data with fixed effects
Recommendations
- On spatial processes and asymptotic inference under near-epoch dependence π π
- Spatial nonparametric regression estimation: Non-isotropic case π π
- Asymptotic theory for nonparametric regression with spatial data π π
- On spatially adaptive estimation of nonparametric regression π π
- Nonparametric relative error regression for spatial random variables π π
- Spatial regression with non-parametric modeling of Fourier coefficients π π
- L1-estimation for spatial nonparametric regression π π
- Nonparametric spatial regression with spatial autoregressive error structure π π
- Robust nonparametric estimation for spatial regression π π
This page was built for publication: Nonparametric spatial regression under near-epoch dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738148)