Similar Search Results

Higher-order least squares inference for spatial autoregressions

Rossi, Francesca; Robinson, Peter M. - 2020

Persistent link: https://www.econbiz.de/10012307275

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

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

Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments

Liu, Xiaodong; Lee, Lung-fei - In: Econometric reviews 32 (2013) 5/6, pp. 734-753

Persistent link: https://www.econbiz.de/10009758624

A note on 2SLS estimation of the mixed regressive spatial autoregressive model

Liu, Long - In: Economics letters 134 (2015), pp. 49-52

Persistent link: https://www.econbiz.de/10011432222

Estimation of spatial autoregressions with stochastic weight matrices

Gupta, Abhimanyu - 2015

Persistent link: https://www.econbiz.de/10011393188

Indirect inference estimation of spatial autoregressions

Bao, Yong; Liu, Xiaotian; Yang, Lihong - In: Econometrics : open access journal 8 (2020) 3/34, pp. 1-26

The ordinary least squares (OLS) estimator for spatial autoregressions may be consistent as pointed out by Lee (2002), provided that each spatial unit is influenced aggregately by a significant portion of the total units. This paper presents a unified asymptotic distribution result of the...

Persistent link: https://www.econbiz.de/10012295878

A spatial autoregressive model for compositional data

Thi Huong An Nguyen; Thomas-Agnan, Christine; Laurent, … - 2019

Persistent link: https://www.econbiz.de/10012181942

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

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