Semiparametric estimation and testing of smooth coefficient spatial autoregressive models

DOI10.1016/j.jeconom.2017.02.005zbMath1452.62663OpenAlexW2593923408MaRDI QIDQ2397719

Emir Malikov, Yiguo Sun

Publication date: 23 May 2017

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/77253/1/MPRA_paper_77253.pdf

zbMATH Keywords

SARconstrained estimationlocal linear fittingconsistent testpartially linearnonparametric GMMquadratic momentsspatial lag

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) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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