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Outer-product-of-gradients tests for spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57

Persistent link: https://www.econbiz.de/10012108383

Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances

Catania, Leopoldo; Billé, Anna Gloria - In: Journal of applied econometrics 32 (2017) 6, pp. 1178-1196

Persistent link: https://www.econbiz.de/10011862573

Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients

Wei, Hongjie; Sun, Yan - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10011669077

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134

Persistent link: https://www.econbiz.de/10011500265

GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors

Jin, Fei; Wang, Yuqin - In: Econometric reviews 41 (2022) 6, pp. 652-674

Persistent link: https://www.econbiz.de/10013364900

Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances

Badinger, Harald - 2014

This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive … moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define both a random …

Persistent link: https://www.econbiz.de/10013051285

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

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

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H. (contributor); … - 2008

theory is kept general to cover a wide range of settings. We note the estimation theory developed by Kelejian and Prucha …-stage least squares ; generalized moments estimation ; asymptotics …

Persistent link: https://www.econbiz.de/10003790570

A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008

heteroskedastic with an unknown form. We formulate a multi-step GMM/IV type estimation procedure for the parameters of the model. We …

Persistent link: https://www.econbiz.de/10003792846