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An efficient GMM estimator of spatial autoregressive models
Liu, Xiaodong; Lee, Lung-fei; Bollinger, Christopher R. - In: Journal of econometrics 159 (2010) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10008840476
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Approximate likelihood for large irregularly spaced spatial data
Fuentes, Montserrat - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 321-331
Persistent link: https://www.econbiz.de/10003431176
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Spatial autocorrelation and extrapolation of purchasing power parities : modelling and sensitivity analysis
Rambaldi, Alicia N.; Prasada Rao, D. S.; Renuka … - 2009
Persistent link: https://www.econbiz.de/10003925533
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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011
Persistent link: https://www.econbiz.de/10009546961
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Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 160 (2011) 2, pp. 349-371
Persistent link: https://www.econbiz.de/10009242238
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Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - 2015
Persistent link: https://www.econbiz.de/10011393194
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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
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Testing for spatial correlations with randomly missing observations in the dependent variable
Gao, Jing; Wang, Wei - In: Theoretical economics letters 4 (2014) 8, pp. 623-633
Persistent link: https://www.econbiz.de/10010531315
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Modeling spatial data pooled over time : schematic representation and Monte Carlo evidences
Dubé, Jean; Legros, Diègo - In: Theoretical economics letters 5 (2015) 1, pp. 132-154
Persistent link: https://www.econbiz.de/10011279601
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Autoregressive spatial spectral estimates
Gupta, Abhimanyu - 2015
Persistent link: https://www.econbiz.de/10011288750