Pages that link to "Item:Q4807289"
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The following pages link to CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS (Q4807289):
Displayed 50 items.
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models (Q280272) (← links)
- Efficiency in public schools: does competition matter? (Q295561) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Efficient estimation of the semiparametric spatial autoregressive model (Q530965) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- An efficient GMM estimator of spatial autoregressive models (Q737249) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Asymptotic distribution of the OLS estimator for a mixed spatial model (Q847426) (← links)
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data (Q888339) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Spatial lag test with equal weights (Q1046217) (← links)
- Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Asymptotic theory for varying coefficient regression models with dependent data (Q1656859) (← links)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- Spurious spatial regression with equal weights (Q1957158) (← links)
- Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
- Higher-order least squares inference for spatial autoregressions (Q2106404) (← links)
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
- Statistical inference of partially specified spatial autoregressive model (Q2343560) (← links)
- Inference on higher-order spatial autoregressive models with increasingly many parameters (Q2346013) (← links)
- A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
- Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model (Q2482615) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- Spatial dynamic panel data models with correlated random effects (Q2658754) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- Sensitivity analysis of SAR estimators: a numerical approximation (Q4913949) (← links)
- SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
- Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails (Q5042163) (← links)
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (Q5080587) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION (Q5187625) (← links)
- EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES (Q5187626) (← links)
- Robust Test for Spatial Error Model: Considering Changes of Spatial Layouts and Distribution Misspecification (Q5252839) (← links)
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES (Q5378500) (← links)
- Estimation of partially specified spatial panel data models with fixed-effects (Q5864450) (← links)
- CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS (Q5880805) (← links)
- Automatic variable selection for semiparametric spatial autoregressive model (Q6049848) (← links)
- Estimating time-varying proximity with a state–space model (Q6074365) (← links)