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Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Econometric theory 18 (2002) 2, pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
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Power properties of invariant tests for spatial autocorrelation in linear regression
Martellosio, Federico - In: Econometric theory 26 (2010) 1, pp. 152-186
Persistent link: https://www.econbiz.de/10003968540
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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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Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu - In: Econometric theory 35 (2019) 2, pp. 417-463
Persistent link: https://www.econbiz.de/10012146143
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Semiparametric estimation of censored spatial autoregressive models
Hoshino, Tadao - In: Econometric theory 36 (2020) 1, pp. 48-85
Persistent link: https://www.econbiz.de/10012156805
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Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
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A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 25 (2009) 3, pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
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The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Bao, Yong - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10003549687
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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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An efficient linear GMM estimator for the covariance stationary AR(1)-unit root model for panel data
Kruiniger, Hugo - In: Econometric theory 23 (2007) 3, pp. 519-535
Persistent link: https://www.econbiz.de/10003541274