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Estimation theory
2
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2
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Spatial weight matrix
2
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Lam, Clifford
4
Souza, Pedro C. L.
3
Feng, Phoenix
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimation and selection of spatial weight matrix in a spatial lag model
Lam, Clifford
;
Souza, Pedro C. L.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 693-710
Persistent link: https://www.econbiz.de/10012262506
Saved in:
2
Regularization for spatial panel time series using the adaptive LASSO
Lam, Clifford
;
Souza, Pedro C. L.
-
2014
Persistent link: https://www.econbiz.de/10010442576
Saved in:
3
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
Saved in:
4
Detection and estimation of block structure in spatial weight matrix
Lam, Clifford
;
Souza, Pedro C. L.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1347-1376
Persistent link: https://www.econbiz.de/10011592337
Saved in:
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