Spatial weights matrix selection and model averaging for spatial autoregressive models
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Cited in
(26)- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data
- A combined moment equation approach for spatial autoregressive models
- Optimal model averaging estimator for multinomial logit models
- Robust variable selection with exponential squared loss for the spatial autoregressive model
- Optimal model averaging for multivariate regression models
- Shrinkage estimation of network spillovers with factor structured errors
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
- On selection of spatial weight matrix in spatial lag models
- Inward and Outward Network Influence Analysis
- Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- Indirect inference estimation of higher-order spatial autoregressive models
- Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
- Model selection and model averaging for matrix exponential spatial models
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- Model selection and averaging for higher-order spatial autoregressive model
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- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
- Estimating flow data models of international trade: dual gravity and spatial interactions
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- Estimation of nonparametric additive models with high order spatial autoregressive errors
- Multivariate spatiotemporal models with low rank coefficient matrix
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
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