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date (oldest first)
1
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
Saved in:
2
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
3
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
Saved in:
4
Robust standard errors in transformed likelihood
estimation
of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
5
GMM
estimation
of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
Saved in:
6
Fixed Effects and Random Effects
Estimation
of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
Badinger, Harald
-
2014
This paper develops a unified framework for fixed and random effects
estimation
of higher-order spatial autoregressive … moments (GM)
estimation
procedure of the spatial autoregressive parameters of the disturbance process and define both a random …
Persistent link: https://www.econbiz.de/10013051285
Saved in:
7
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
Saved in:
8
Specification and
estimation
of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Saved in:
9
Specification and
estimation
of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
(
contributor
); …
-
2008
theory
is kept general to cover a wide range of settings. We note the
estimation
theory
developed by Kelejian and Prucha …-stage least squares ; generalized moments
estimation
; asymptotics …
Persistent link: https://www.econbiz.de/10003790570
Saved in:
10
A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani
;
Drukker, David M.
;
Kelejian, Harry H.
; …
-
2008
heteroskedastic with an unknown form. We formulate a multi-step GMM/IV type
estimation
procedure for the parameters of the model. We …
Persistent link: https://www.econbiz.de/10003792846
Saved in:
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