Robust estimation and inference of spatial panel data models with fixed effects

DOI10.1007/s42081-020-00075-yzbMath1447.62056OpenAlexW3016367585MaRDI QIDQ2195536

Zhenlin Yang, Shew Fan Liu

Publication date: 26 August 2020

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2445

zbMATH Keywords

fixed effectsnon-normalityspatial dependencerobust standard errorunknown heteroskedasticityadjusted quasi scores (AQS)AQS estimatorspatial panel data

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Causal inference from observational studies (62D20)

Cites Work

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• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Consistent Estimates Based on Partially Consistent Observations
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications

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