GEL estimation and tests of spatial autoregressive models
From MaRDI portal
Publication:1739882
DOI10.1016/j.jeconom.2018.07.007zbMath1452.62923OpenAlexW2900723783MaRDI QIDQ1739882
Publication date: 29 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.07.007
empirical likelihoodnon-normalityspatial autoregressive modelunknown heteroskedasticityEL ratio testhigher order asymptotic bias
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)
Related Items (max. 100)
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS ⋮ Empirical likelihood for nonparametric regression models with spatial autoregressive errors ⋮ Empirical likelihood for spatial dynamic panel data models ⋮ Indirect inference estimation of higher-order spatial autoregressive models ⋮ Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors ⋮ Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Empirical likelihood methods with weakly dependent processes
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Information theory estimators for the first-order spatial autoregressive model
- An empirical likelihood method for spatial regression
- Non-nested testing of spatial correlation
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- A review on empirical likelihood methods for regression
- Asymptotic expansions for martingales
- On Bahadur efficiency of empirical likelihood
- An efficient GMM estimator of spatial autoregressive models
- The second-order bias and mean squared error of nonlinear estimators
- Empirical likelihood for linear models
- Empirical likelihood and general estimating equations
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Dual likelihood
- Empirical likelihood is Bartlett-correctable
- On the bootstrap for Moran's \(I\) test for spatial dependence
- A frequency domain empirical likelihood method for irregularly spaced spatial data
- Large sample properties of the matrix exponential spatial specification with an application to FDI
- Methodology and Algorithms of Empirical Likelihood
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- Empirical likelyhood for irregularly located spatial data
- Hypothesis Testing with Efficient Method of Moments Estimation
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- Empirical likelihood in the presence of nuisance parameters
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Information Theoretic Approaches to Inference in Moment Condition Models
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
- GMM, GEL, Serial Correlation, and Asymptotic Bias
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
This page was built for publication: GEL estimation and tests of spatial autoregressive models
