Pages that link to "Item:Q5475067"
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The following pages link to Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models (Q5475067):
Displayed 40 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
- Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects (Q451239) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Non-nested testing of spatial correlation (Q494415) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments (Q694923) (← links)
- A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions (Q720401) (← links)
- One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic (Q764475) (← links)
- Asymptotic distribution of the OLS estimator for a mixed spatial model (Q847426) (← links)
- An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice (Q961736) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Spatial lag test with equal weights (Q1046217) (← links)
- Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
- A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903) (← links)
- Spurious spatial regression with equal weights (Q1957158) (← links)
- A semiparametric spatial dynamic model (Q2249848) (← 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)
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix (Q2343742) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- A spatial autoregressive model with a nonlinear transformation of the dependent variable (Q2346012) (← 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)
- Large sample properties of the matrix exponential spatial specification with an application to FDI (Q2354854) (← links)
- On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice (Q2392489) (← links)
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
- Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model (Q2482615) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- On skewness and kurtosis of econometric estimators (Q3161674) (← links)
- Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743) (← links)
- Large-sample inference on spatial dependence (Q3406054) (← links)
- ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS (Q3580633) (← links)
- FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS (Q4917230) (← links)
- ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS (Q4933582) (← 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)