Estimation and inference in spatial models with dominant units
DOI10.1016/j.jeconom.2020.04.045zbMath1471.62479OpenAlexW2941068116MaRDI QIDQ2658761
Cynthia Fan Yang, M. Hashem Pesaran
Publication date: 24 March 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp7563_0.pdf
capital shareSAR modelsheteroskedastic errorsbias-corrected method of momentscentral limit theorems for linear-quadratic formsdominant unitsUS input-output tables
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multisectoral models in economics (91B66)
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