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Nonparametric prediction with spatial data
Gupta, Abhimanyu; Hidalgo, Javier - In: Econometric theory 39 (2023) 5, pp. 950-988
Persistent link: https://www.econbiz.de/10014436590
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Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models
Jin, Fei; Wang, Yuqin - In: Econometric theory 40 (2024) 5, pp. 1120-1158
Persistent link: https://www.econbiz.de/10015154319
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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
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Estimation of unit root spatial dynamic panel data models
Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
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Nontestability of equal weights spatial dependence
Martellosio, Federico - In: Econometric theory 27 (2011) 6, pp. 1369-1375
Persistent link: https://www.econbiz.de/10009489708
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The correlation structure of spatial autoregressions
Martellosio, Federico - In: Econometric theory 28 (2012) 6, pp. 1373-1391
Persistent link: https://www.econbiz.de/10009743170
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Finite-sample bias of the QMLE in spatial autoregressive models
Bao, Yong - In: Econometric theory 29 (2013) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10009747878
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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
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Refined tests for spatial correlation
Robinson, Peter M.; Rossi, Francesca - In: Econometric theory 31 (2015) 6, pp. 1249-1280
Persistent link: https://www.econbiz.de/10011545542
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Fixed-b asymptotics for spatially dependent robust nonparametric coveriance matrix estimators
Bester, C. Alan; Conley, Timothy G.; Hansen, Christian … - In: Econometric theory 32 (2016) 1, pp. 154-186
Persistent link: https://www.econbiz.de/10011578451