Spatial autoregressive quantile models based on smoothed GMM and its application

DOI10.20142/J.CNKI.AMAS.202501018MaRDI QIDQ6838669zbMATH OpenFDO

Authors Yanan Hu, Xinhao Qu, Maozaiy Tian

Publication date 25 March 2026

Published in Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.20142/J.CNKI.AMAS.202501018

zbMATH Keywords

quantile regressionsmoothed GMMspatial autoregressive model

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• An efficient GMM estimator of spatial autoregressive models
• An IV Model of Quantile Treatment Effects
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Asymptotic Statistics
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Bootstrap Methods for Median Regression Models
• Estimating a spatial autoregressive model with an endogenous spatial weight matrix
• Instrumental variable quantile regression: a robust inference approach
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Quantile regression.
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• Smoothed GMM for quantile models
• Two‐stage quantile regression when the first stage is based on quantile regression

This page was built for publication: Spatial autoregressive quantile models based on smoothed GMM and its application

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6838669)