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subject:"Räumliche Interaktion"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Autocovariance"
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Räumliche Interaktion
Autocorrelation
197
Autokorrelation
197
Estimation theory
108
Schätztheorie
108
Theorie
71
Theory
71
Time series analysis
53
Zeitreihenanalyse
53
Regional economics
30
Regionalökonomik
30
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
Statistical test
28
Statistischer Test
28
Spatial interaction
27
Method of moments
25
Momentenmethode
25
Einheitswurzeltest
24
Heteroscedasticity
24
Heteroskedastizität
24
Unit root test
24
Panel
22
Panel study
22
Regression analysis
20
Regressionsanalyse
20
Correlation
12
Korrelation
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Spatial autoregression
12
Estimation
11
Forecasting model
11
Prognoseverfahren
11
Schätzung
11
Bootstrap approach
10
Bootstrap-Verfahren
10
Robust statistics
9
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9
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8
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16
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27
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27
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27
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English
27
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Lee, Lung-fei
10
Gupta, Abhimanyu
3
Jin, Fei
3
Yu, Jihai
3
Kelejian, Harry H.
2
Ma, Yingying
2
Prucha, Ingmar R.
2
Robinson, Peter M.
2
Sun, Yiguo
2
Wang, Hansheng
2
Baltagi, Badi H.
1
Bao, Yong
1
Blasques, Francisco
1
Debarsy, Nicolas
1
Gao, Zhaoxing
1
Glass, Anthony
1
Hoshino, Tadao
1
Kenjegalieva, Karligash
1
Koopman, Siem Jan
1
Lesage, James P.
1
Lin, Xu
1
Liu, Xiaodong
1
Lucas, André
1
Malikov, Emir
1
Pace, R. Kelley
1
Rossi, Francesca
1
Schaumburg, Julia
1
Shaojun, Guo
1
Sickles, Robin C.
1
Ullah, Aman
1
Xu, Xingbai
1
Yang, Kai
1
Yao, Qiwei
1
Zhang, Xinyu
1
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Econometric theory
Journal of econometrics
Regional science & urban economics
17
Economics letters
15
Journal of regional science
12
Discussion paper / Tinbergen Institute
8
Econometric reviews
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Spatial economic analysis : the journal of the Regional Studies Association
6
Applied economics letters
5
International regional science review
5
Papers in regional science : the journal of the Regional Science Association International
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Letters in spatial and resource sciences : LSRS
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
The journal of real estate finance and economics
4
CESifo working papers
3
Comparative economic research : Central and Eastern Europe
3
Journal of forecasting
3
Spatial econometric interaction modelling
3
The econometrics journal
3
Working papers / TSE : WP
3
Applied economics
2
CESifo Working Paper Series
2
Center for Policy Research Working Paper
2
Cowles Foundation discussion paper
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Econometrics : open access journal
2
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
Institute of Economic Research working papers
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of Eastern Europe research in business & economics : JEERBE
2
Journal of urban economics
2
Regional studies
2
Review of regional research : a publication of the German-speaking section of the Regional Science Association International, Gesellschaft für Regionalforschung
2
Ruhr economic papers
2
Spatial and spatiotemporal econometrics
2
Tourism analysis : an interdisciplinary tourism & hospitality journal
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ECONIS (ZBW)
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1
Sparse spatio-temporal autoregressions by profiling and bagging
Ma, Yingying
;
Shaojun, Guo
;
Wang, Hansheng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 132-147
Persistent link: https://www.econbiz.de/10013472867
Saved in:
2
Efficient closed-form estimation of large spatial autoregressions
Gupta, Abhimanyu
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 148-167
Persistent link: https://www.econbiz.de/10013472872
Saved in:
3
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Saved in:
4
Banded spatio-temporal autoregressions
Gao, Zhaoxing
;
Ma, Yingying
;
Wang, Hansheng
;
Yao, Qiwei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 211-230
Persistent link: https://www.econbiz.de/10012139832
Saved in:
5
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
6
Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 336-358
Persistent link: https://www.econbiz.de/10012110393
Saved in:
7
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
8
Autoregressive spatial spectral estimates
Gupta, Abhimanyu
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10011974618
Saved in:
9
Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 96-112
Persistent link: https://www.econbiz.de/10011974620
Saved in:
10
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo
;
Malikov, Emir
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
Saved in:
11
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 196-214
Persistent link: https://www.econbiz.de/10011743798
Saved in:
12
A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
Glass, Anthony
;
Kenjegalieva, Karligash
;
Sickles, Robin C.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 289-300
Persistent link: https://www.econbiz.de/10011592268
Saved in:
13
Functional-coefficient spatial autoregressive models with nonparametric spatial weights
Sun, Yiguo
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 134-153
Persistent link: https://www.econbiz.de/10011705245
Saved in:
14
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
15
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
16
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.
;
Rossi, Francesca
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
Saved in:
17
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
Saved in:
18
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
Saved in:
19
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
Saved in:
20
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Saved in:
21
GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Lin, Xu
;
Lee, Lung-fei
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 34-52
Persistent link: https://www.econbiz.de/10008661869
Saved in:
22
Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei
;
Liu, Xiaodong
- In:
Econometric theory
26
(
2010
)
1
,
pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
Saved in:
23
HAC estimation in a spatial framework
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10003579953
Saved in:
24
The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 155-189
Persistent link: https://www.econbiz.de/10003579955
Saved in:
25
A matrix exponential spatial specification
Lesage, James P.
;
Pace, R. Kelley
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 190-214
Persistent link: https://www.econbiz.de/10003579956
Saved in:
26
Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong
;
Ullah, Aman
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
Saved in:
27
Random effects and spatial autocorrelation with equal weights
Baltagi, Badi H.
- In:
Econometric theory
22
(
2006
)
5
,
pp. 973-984
Persistent link: https://www.econbiz.de/10003379125
Saved in:
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