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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

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Convolutional regression for big spatial data

Matsuda, Yasumasa; Yuan, Xin - 2022

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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

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On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors

Stocker, Toni - In: Statistical papers 48 (2007) 1, pp. 81-93

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Estimation for the spatial autoregressive threshold model

Deng, Ying - In: Economics letters 171 (2018), pp. 172-175

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LASSO estimation of threshold autoregressive models

Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao - In: Journal of econometrics 189 (2015) 2, pp. 285-296

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Smooth transition spatial autoregressive models

Andree, Bo Pieter Johannes; Blasques, Francisco; … - 2017

This paper introduces a new model for spatial time series in which cross-sectional dependence varies nonlinearly over space by means of smooth transitions. We refer to our model as the Smooth Transition Spatial Autoregressive (ST-SAR). We establish consistency and asymptotic Gaussianity for the...

Persistent link: https://www.econbiz.de/10011658755

The efficiency of OLS estimator in the linear regression model with spatially correlated errors

Gotu, Butte - 1999

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Quasi-generalized least squares regression estimation with spatial data

Lu, Cuicui; Wooldridge, Jeffrey M. - In: Economics letters 156 (2017), pp. 138-141

Persistent link: https://www.econbiz.de/10011822389