Semiparametric GMM estimation of spatial autoregressive models
From MaRDI portal
Publication:738182
DOI10.1016/J.JECONOM.2011.09.034zbMATH Open1441.62877OpenAlexW2097518529MaRDI QIDQ738182FDOQ738182
Authors: Liangjun Su 
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1423
Recommendations
- Spatial semiparametric model with endogenous regressors
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Efficient estimation of the semiparametric spatial autoregressive model
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
- An efficient GMM estimator of spatial autoregressive models
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
- Large Sample Properties of Generalized Method of Moments Estimators
- Title not available (Why is that?)
- Nonparametric econometrics. Theory and practice.
- Title not available (Why is that?)
- Stochastic Limit Theory
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Nonparametric estimation of regression functions with both categorical and continuous data
- Root-N-Consistent Semiparametric Regression
- Design-adaptive Nonparametric Regression
- Multivariate binary discrimination by the kernel method
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Second Order Approximation in the Partially Linear Regression Model
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Nonparametric estimation and testing of fixed effects panel data models
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Functional form and spatial dependence in dynamic panels
- Title not available (Why is that?)
- An efficient GMM estimator of spatial autoregressive models
Cited In (63)
- Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
- Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
- Banded spatio-temporal autoregressions
- QML estimation of dynamic panel data models with spatial errors
- Estimation and inference for varying coefficient partially nonlinear models
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
- Computational aspects of the EM algorithm for spatial econometric models with missing data
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- GMM inference in spatial autoregressive models
- Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
- A structural-factor approach to modeling high-dimensional time series and space-time data
- Automatic variable selection for semiparametric spatial autoregressive model
- Statistical inference on the parametric component in partially linear spatial autoregressive models
- Improved GMM estimation of the spatial autoregressive error model
- Estimation of nonparametric additive models with high order spatial autoregressive errors
- Estimation of partially linear single-index spatial autoregressive model
- Statistical inference for semiparametric varying -coefficient spatial autoregressive models under restricted conditions
- Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- Semiparametric estimation of censored spatial autoregressive models
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- A general method for third-order bias and variance corrections on a nonlinear estimator
- Estimation of spatial autoregressive models with covariate measurement errors
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- Estimation in semiparametric spatial regression
- Semi-functional partial linear spatial autoregressive model
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
- Statistical inference of partially specified spatial autoregressive model
- GMM estimation of nonparametric spatial lag model
- Testing a linear relationship in varying coefficient spatial autoregressive models
- Estimation and inference in spatial models with dominant units
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Statistical inference in functional semiparametric spatial autoregressive model
- Efficient estimation of the semiparametric spatial autoregressive model
- Variable selection of partially linear varying coefficient spatial autoregressive model
- Estimation and testing of a higher-order partially linear spatial autoregressive model
- Semiparametric modeling of spatial dependence using conditional moment functions
- Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
- Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity
- The GMM estimation of semiparametric spatial stochastic frontier models
- GMM estimation of partially linear additive spatial autoregressive model
- Spatial semiparametric model with endogenous regressors
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Sparse spatio-temporal autoregressions by profiling and bagging
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model
- Asymptotic properties of the estimators of the semi-parametric spatial regression model
- Two-mode network autoregressive model for large-scale networks
- Subnetwork estimation for spatial autoregressive models in large-scale networks
- Identification and estimation of linear social interaction models
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Specification Test for Spatial Autoregressive Models
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
- Orthogonal projection based variable selection for semiparametric spatial autoregressive models
This page was built for publication: Semiparametric GMM estimation of spatial autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738182)
