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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

Adaptive inference on pure spatial models

Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 216 (2020) 2, pp. 375-393

Persistent link: https://www.econbiz.de/10012439728

Large-Sample Inference on Spatial Dependence

Robinson, Peter M. - 2009

We consider cross-sectional data that exhibit no spatial correla- tion, but are feared to be spatially dependent. We demonstrate that a spatial version of the stochastic volatility model of financial econometrics, entailing a form of spatial autoregression, can explain such behaviour. The...

Persistent link: https://www.econbiz.de/10013159960

Large-sample inference on spatial dependence

Robinson, Peter M. (contributor) - 2008

We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent. We demonstrate that a spatial version of the stochastic volatility model of financial econometrics, entailing a form of spatial autoregression, can explain such behaviour. The...

Persistent link: https://www.econbiz.de/10003765993