Semiparametric GMM estimation of spatial autoregressive models
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 1324089 (Why is no real title available?)
- scientific article; zbMATH DE number 970676 (Why is no real title available?)
- An efficient GMM estimator of spatial autoregressive models
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- Design-adaptive Nonparametric Regression
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Functional form and spatial dependence in dynamic panels
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Large Sample Properties of Generalized Method of Moments Estimators
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Multivariate binary discrimination by the kernel method
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Nonparametric econometrics. Theory and practice.
- Nonparametric estimation and testing of fixed effects panel data models
- Nonparametric estimation of regression functions with both categorical and continuous data
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Root-N-Consistent Semiparametric Regression
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Cited in
(63)- Identification and estimation of linear social interaction models
- Subnetwork estimation for spatial autoregressive models in large-scale networks
- Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
- 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
- Estimation and inference for varying coefficient partially nonlinear models
- Banded spatio-temporal autoregressions
- QML estimation of dynamic panel data models with spatial errors
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- Kernel estimation of hazard functions when observations have dependent and common covariates
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
- Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
- Computational aspects of the EM algorithm for spatial econometric models with missing data
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
- 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
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Statistical inference on the parametric component in partially linear spatial autoregressive models
- Automatic variable selection for semiparametric spatial autoregressive model
- Improved GMM estimation of the spatial autoregressive error model
- Estimation of partially linear single-index spatial autoregressive model
- Specification Test for Spatial Autoregressive Models
- Estimation of nonparametric additive models with high order spatial autoregressive errors
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- 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
- Semiparametric estimation of censored spatial autoregressive models
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- 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
- Statistical inference of partially specified spatial autoregressive model
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
- GMM estimation of nonparametric spatial lag model
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Efficient estimation of the semiparametric spatial autoregressive model
- Estimation and inference in spatial models with dominant units
- Testing a linear relationship in varying coefficient spatial autoregressive models
- Statistical inference in functional 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 estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
- Semiparametric modeling of spatial dependence using conditional moment functions
- The GMM estimation of semiparametric spatial stochastic frontier models
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity
- GMM estimation of partially linear additive spatial autoregressive model
- Sparse spatio-temporal autoregressions by profiling and bagging
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Spatial semiparametric model with endogenous regressors
- Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model
- Orthogonal projection based variable selection for semiparametric spatial autoregressive models
- Two-mode network autoregressive model for large-scale networks
- Asymptotic properties of the estimators of the semi-parametric spatial regression model
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