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Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models

Su, Liangjun; Jin, Sainan - In: Journal of econometrics 157 (2010) 1, pp. 18-33

Persistent link: https://www.econbiz.de/10008661871

A likelihood ratio test for spatial model selection

Liu, Tuo; Lee, Lung-fei - In: Journal of econometrics 213 (2019) 2, pp. 434-458

Persistent link: https://www.econbiz.de/10012304571

QML estimation with non-summable weight matrices

Olejnik, Jakub; Olejnik, Alicja - In: Journal of geographical systems : geographical … 22 (2020) 4, pp. 469-495

Persistent link: https://www.econbiz.de/10012306590

Higher-order least squares inference for spatial autoregressions

Rossi, Francesca; Robinson, Peter M. - 2020

Persistent link: https://www.econbiz.de/10012307275

Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis

Li, Deng-Kui; Mei, Chang-Lin; Wang, Ning - In: Regional science & urban economics 79 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012267915

Indirect inference estimation of spatial autoregressions

Bao, Yong; Liu, Xiaotian; Yang, Lihong - In: Econometrics : open access journal 8 (2020) 3/34, pp. 1-26

The ordinary least squares (OLS) estimator for spatial autoregressions may be consistent as pointed out by Lee (2002), provided that each spatial unit is influenced aggregately by a significant portion of the total units. This paper presents a unified asymptotic distribution result of the...

Persistent link: https://www.econbiz.de/10012295878

Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients

Han, Xiaoyi; Lee, Lung-fei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 642-660

Persistent link: https://www.econbiz.de/10011692445

About predictions in spatial autoregressive models : optimal and almost optimal strategies

Goulard, Michel; Laurent, Thibault; Thomas-Agnan, Christine - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 2/3, pp. 304-325

Persistent link: https://www.econbiz.de/10011669341

Nonlinear impact estimation in spatial autoregressive models

Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64

Persistent link: https://www.econbiz.de/10011982927

Estimation for the spatial autoregressive threshold model

Deng, Ying - In: Economics letters 171 (2018), pp. 172-175

Persistent link: https://www.econbiz.de/10012021829