Quasi-generalized least squares regression estimation with spatial data

DOI10.1016/J.ECONLET.2017.04.004zbMath1400.62145OpenAlexW2610154844MaRDI QIDQ1673550

Jeffrey M. Wooldridge, Cuicui Lu

Publication date: 12 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.04.004

zbMATH Keywords

spatial correlationcovariance taperingquasi-GLSspatial HAC estimator

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• GMM estimation with cross sectional dependence
• HAC estimation in a spatial framework
• Central limit theorems and uniform laws of large numbers for arrays of random fields
• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity

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