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~isPartOf:"Regional science & urban economics"
~subject:"Method of moments"
~subject:"Stochastischer Prozess"
~type:"article"
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Search: subject_exact:"Autokorrelation"
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Method of moments
Stochastischer Prozess
Autocorrelation
31
Autokorrelation
31
Regional economics
21
Regionalökonomik
21
Räumliche Interaktion
17
Spatial interaction
17
Estimation theory
13
Schätztheorie
13
Momentenmethode
11
Theorie
11
Theory
11
Spatial autocorrelation
7
Spatial autoregressive model
7
GMM
6
Spatial dependence
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Immobilienpreis
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Real estate price
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Bayes-Statistik
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Bayesian inference
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Hedonic price index
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Hedonischer Preisindex
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Heteroscedasticity
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Heteroskedastizität
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Monte Carlo simulation
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Spatial autoregressive models
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11
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Lee, Lung-fei
4
Doğan, Osman
2
Fingleton, Bernard
2
Taşpınar, Süleyman
2
Wang, Wei
2
Baltagi, Badi H.
1
Bao, Yan
1
Chih, Yao-Yu
1
Debarsy, Nicolas
1
Egger, Peter
1
Ertur, Kamil C.
1
Han, Xiaoyi
1
Jin, Fei
1
Larch, Mario
1
Le Gallo, Julie
1
Lesage, James P.
1
Pfaffermayr, Michael
1
Pirotte, Alain
1
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1
Walde, Janette F.
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Regional science & urban economics
Journal of econometrics
25
Economics letters
10
Econometric reviews
9
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
3
Journal of financial econometrics
3
Spatial economic analysis : the journal of the Regional Studies Association
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The review of financial studies
3
Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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L' Actualité économique : revue trimest.
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Oxford bulletin of economics and statistics
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The econometrics journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
American journal of agricultural economics
1
Annals of economics and finance
1
Applied economics
1
Applied financial economics
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Econometrics : open access journal
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Economics bulletin : EB
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Environment & planning
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Essays in honor of Joon Y. Park : econometric theory
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European journal of industrial engineering : EJIE
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Finance research letters
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International journal of economics and finance
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1
Interaction matrix selection in spatial autoregressive models with an application to growth theory
Debarsy, Nicolas
;
Ertur, Kamil C.
- In:
Regional science & urban economics
75
(
2019
),
pp. 49-69
Persistent link: https://www.econbiz.de/10012119136
Saved in:
2
A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.
;
Fingleton, Bernard
;
Pirotte, Alain
- In:
Regional science & urban economics
76
(
2019
),
pp. 13-31
Persistent link: https://www.econbiz.de/10012267289
Saved in:
3
GMM estimation of the spatial autoregressive model in a system of interrelated networks
Wang, Wei
;
Lee, Lung-fei
;
Bao, Yan
- In:
Regional science & urban economics
69
(
2018
),
pp. 167-198
Persistent link: https://www.econbiz.de/10012108158
Saved in:
4
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
Saved in:
5
A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing
Lesage, James P.
;
Vance, Colin
;
Chih, Yao-Yu
- In:
Regional science & urban economics
62
(
2017
),
pp. 46-55
Persistent link: https://www.econbiz.de/10011740529
Saved in:
6
Spatial autoregressive models with unknown heteroskedasticity : a comparison of Bayesian and robust GMM approach
Doğan, Osman
;
Taşpınar, Süleyman
- In:
Regional science & urban economics
45
(
2014
),
pp. 1-21
Persistent link: https://www.econbiz.de/10010474903
Saved in:
7
GMM estimation of spatial autoregressive models with moving average disturbances
Doğan, Osman
;
Taşpınar, Süleyman
- In:
Regional science & urban economics
43
(
2013
)
6
,
pp. 903-926
Persistent link: https://www.econbiz.de/10010238016
Saved in:
8
Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model
Han, Xiaoyi
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
2
,
pp. 250-271
Persistent link: https://www.econbiz.de/10009736919
Saved in:
9
Estimation of spatial panel data models with randomly missing data in the dependent variable
Wang, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
3
,
pp. 521-538
Persistent link: https://www.econbiz.de/10009746418
Saved in:
10
Measurement errors in a spatial context
Le Gallo, Julie
;
Fingleton, Bernard
- In:
Regional science & urban economics
42
(
2012
)
1/2
,
pp. 114-125
Persistent link: https://www.econbiz.de/10009621220
Saved in:
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