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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - In: Journal of econometrics 232 (2023) 1, pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
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Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
Dou, Baojun; Parrella, Maria Lucia; Yao, Qiwei - In: Journal of econometrics 194 (2016) 2, pp. 369-382
Persistent link: https://www.econbiz.de/10011705211
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Distributed estimation and inference for spatial autoregression model with large scale networks
Ren, Yimeng; Li, Zhe; Zhu, Xuening; Gao, Yuan; Wang, … - In: Journal of econometrics 238 (2024) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10015073931
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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
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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
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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
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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
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Unified M-estimation of fixed-effects spatial dynamic models with short panels
Yang, Zhenlin - In: Journal of econometrics 205 (2018) 2, pp. 423-447
Persistent link: https://www.econbiz.de/10012110313
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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
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On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong - In: Journal of econometrics 167 (2012) 1, pp. 240-253
Persistent link: https://www.econbiz.de/10009551421