Spatial system estimators for panel models: a sensitivity and simulation study

DOI10.1016/j.matcom.2014.03.003OpenAlexW2082637015MaRDI QIDQ2229856

Wolfgang Polasek, Shuangzhe Liu, Tie-Feng Ma

Publication date: 18 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: http://irihs.ihs.ac.at/2177/1/es-294.pdf

zbMATH Keywords

Taylor approximationsseemingly unrelated regression modelsgeneralized and ordinary least-squares estimatorspanel systems with spatial componentsspatial autoregressive regression and spatial error models

Mathematics Subject Classification ID

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

Related Items (4)

Local influence analysis in general spatial models ⋮ Sensitivity analysis in linear models ⋮ Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics

Uses Software

• R-Geo
• Arc_Mat

Cites Work

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• Panel data models with spatially correlated error components
• HAC estimation in a spatial framework
• Spatial interaction of crime incidents in Japan
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• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Applied Spatial Data Analysis with R
• Local sensitivity and diagnostic tests
• Regression Diagnostics for General Linear Regression Models
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• The Hadamard Product and Some of its Applications in Statistics
• Sensitivity analysis of SAR estimators: a numerical approximation
• Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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