Efficient closed-form estimation of large spatial autoregressions

DOI10.1016/j.jeconom.2021.05.005OpenAlexW3173909615MaRDI QIDQ2106398

Abhimanyu Gupta

Publication date: 14 December 2022

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

Full work available at URL: https://arxiv.org/abs/2008.12395

zbMATH Keywords

efficiencynetworksspatial autoregressionmany parameters

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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