Statistical inference on regression with spatial dependence
DOI10.1016/J.JECONOM.2011.09.033zbMATH Open1441.62852OpenAlexW2150768370MaRDI QIDQ738181FDOQ738181
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
Recommendations
- Statistical inference of partially specified spatial autoregressive model
- Spatial semiparametric model with endogenous regressors
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Large sample inference on spatial dependence
- Estimation of spatial autoregressions with stochastic weight matrices
asymptotic normalitynonparametric regressionvariance estimationinstrumental variableslinear regressionspatial datapartly linear regression
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)
Cites Work
- GMM estimation with cross sectional dependence
- HAC estimation in a spatial framework
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Nonparametric spectrum estimation for spatial data
- Root-N-Consistent Semiparametric Regression
- Efficiency Bounds for Semiparametric Regression
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- On the central limit theorem for stationary mixing random fields
- Title not available (Why is that?)
- Time series regression with long-range dependence
- Root-n-consistent estimation of partially linear time series models
- Title not available (Why is that?)
- Normal fluctuations and the FKG inequalities
- Asymptotic theory for nonparametric regression with spatial data
- Correlation testing in time series, spatial and cross-sectional data
- On smoothed probability density estimation for stationary processes
- Non-parametric covariance estimation from irregularly-spaced data
- Adaptive estimation in partially linear autoregressive models
- Semiparametric Regression Smoothing of Non-linear Time Series
- Edgeworth Expansions for Semiparametric Averaged Derivatives
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
- Restricted Spatial Regression Methods: Implications for Inference
- Autoregressive spatial spectral estimates
- 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
This page was built for publication: Statistical inference on regression with spatial dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738181)
