Spatial weights matrix selection and model averaging for spatial autoregressive models

DOI10.1016/j.jeconom.2017.05.021zbMath1386.62033OpenAlexW2770938988MaRDI QIDQ1706440

Jihai Yu, Xinyu Zhang

Publication date: 22 March 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.05.021

zbMATH Keywords

model selectionmodel averagingspatial econometricsspatial autoregressive

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (14)

Optimal model averaging estimator for multinomial logit models ⋮ Robust variable selection with exponential squared loss for the spatial autoregressive model ⋮ Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets ⋮ Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters ⋮ Estimation of nonparametric additive models with high order spatial autoregressive errors ⋮ Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors ⋮ Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks ⋮ Estimating flow data models of international trade: dual gravity and spatial interactions ⋮ Indirect inference estimation of higher-order spatial autoregressive models ⋮ Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data ⋮ Shrinkage estimation of network spillovers with factor structured errors ⋮ Unnamed Item ⋮ Optimal model averaging for multivariate regression models ⋮ Model selection and model averaging for matrix exponential spatial models

Uses Software

• Arc_Mat

Cites Work

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