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Small-sample inference with spatial HAC estimators
Dorn, Sabrina; Egger, Peter - In: Economics letters 125 (2014) 2, pp. 236-239
Persistent link: https://www.econbiz.de/10010505357
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Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
Yang, Zhenlin - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 35-68
Persistent link: https://www.econbiz.de/10011949745
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Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term
Doğan, Osman - In: Econometrics : open access journal 3 (2015) 1, pp. 101-127
and spatial moving average parameters is generally inconsistent when heteroskedasticity is not considered in the …
Persistent link: https://www.econbiz.de/10011290741
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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
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Heteroskedasticity and non-normality robust LM tests for spatial dependence
Baltagi, Badi H.; Yang, Zhenlin - In: Regional science & urban economics 43 (2013) 5, pp. 725-739
Persistent link: https://www.econbiz.de/10010237483
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A note on the null distribution of the local spatial heteroscedasticity (LOSH) statistic
Xu, Min; Mei, Chang-lin; Yan, Na - In: The annals of regional science : an international … 52 (2014) 3, pp. 697-710
Persistent link: https://www.econbiz.de/10010364678
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The SAR model for very large datasets : a reduced rank approach
Burden, Sandy; Cressie, Noel A. C.; Steel, David G. - In: Econometrics : open access journal 3 (2015) 2, pp. 317-338
The SAR model is widely used in spatial econometrics to model Gaussian processes on a discrete spatial lattice, but for … using a generalisation of the Moran operator that allows for heteroskedasticity and an asymmetric SAR spatial dependence …
Persistent link: https://www.econbiz.de/10011297645
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Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei; Lee, Lung-fei - In: Economics letters 194 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
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Local spatial heteroscedasticity (LOSH)
Ord, John Keith; Getis, Arthur - In: The annals of regional science : an international … 48 (2012) 2, pp. 529-539
Persistent link: https://www.econbiz.de/10009540875
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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