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An efficient GMM estimator of spatial autoregressive models
Liu, Xiaodong; Lee, Lung-fei; Bollinger, Christopher R. - In: Journal of econometrics 159 (2010) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10008840476
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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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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
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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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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
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QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Qu, Xi; Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 197 (2017) 2, pp. 173-201
Persistent link: https://www.econbiz.de/10011818351
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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
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Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun - In: Journal of econometrics 168 (2012) 2, pp. 543-560
Persistent link: https://www.econbiz.de/10009614583
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Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Qu, Xi; Lee, Lung-fei - In: Journal of econometrics 184 (2015) 2, pp. 209-232
Persistent link: https://www.econbiz.de/10011339357
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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