Statistical inference on regression with spatial dependence

DOI10.1016/J.JECONOM.2011.09.033MaRDI QIDQ738181zbMATH OpenOpenAlexFDO

Authors Supachoke Thawornkaiwong, Peter M. Robinson

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.2011.09.033

zbMATH Keywords

asymptotic normalitynonparametric regressionvariance estimationinstrumental variableslinear regressionspatial datapartly linear regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3221815 (Why is no real title available?)
• scientific article; zbMATH DE number 3346000 (Why is no real title available?)
• Adaptive estimation in partially linear autoregressive models
• Asymptotic theory for nonparametric regression with spatial data
• Central limit theorems and uniform laws of large numbers for arrays of random fields
• 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
• Edgeworth Expansions for Semiparametric Averaged Derivatives
• Efficiency Bounds for Semiparametric Regression
• GMM estimation with cross sectional dependence
• HAC estimation in a spatial framework
• Non-parametric covariance estimation from irregularly-spaced data
• Nonparametric spectrum estimation for spatial data
• Normal fluctuations and the FKG inequalities
• On smoothed probability density estimation for stationary processes
• On the central limit theorem for stationary mixing random fields
• Root-N-Consistent Semiparametric Regression
• Root-n-consistent estimation of partially linear time series models
• Semiparametric Regression Smoothing of Non-linear Time Series
• Time series regression with long-range dependence

Cited in

(16)

• Spatial dependence in option observation errors
• Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators
• A note on spatial-temporal lattice modeling and maximum likelihood estimation
• Estimation of spatial autoregressions with stochastic weight matrices
• Large sample inference on spatial dependence
• Clustering, spatial correlations, and randomization inference
• Estimation and inference in semiparametric quantile factor models
• Asymptotic theory for varying coefficient regression models with dependent data
• Estimation in semiparametric spatial regression
• On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice
• Autoregressive spatial spectral estimates
• Restricted Spatial Regression Methods: Implications for Inference
• Non-parametric time-varying coefficient panel data models with fixed effects
• Specification tests for lattice processes
• Spatial semiparametric model with endogenous regressors
• Series estimation under cross-sectional dependence

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