On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
From MaRDI portal
Publication:5080587
DOI10.1080/07474938.2013.741020zbMath1491.62205OpenAlexW1999854284MaRDI QIDQ5080587
No author found.
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2013.741020
limited information estimationtwo-stage least squares estimationgeneralized method of moments estimationCliff-Ord spatial model
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)
Related Items
Variable selection of partially linear varying coefficient spatial autoregressive model, Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect, Testing a linear relationship in varying coefficient spatial autoregressive models, An Overview of Dependence in Cross-Section, Time-Series, and Panel Data, Panel threshold spatial Durbin models with individual fixed effects, GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors, Fixed effects spatial panel data models with time-varying spatial dependence, SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS, GMM inference in spatial autoregressive models, Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects, Parameter estimation and inference with spatial lags and cointegration
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Contracting in space: An application of spatial statistics to discrete-choice models
- GMM estimation with cross sectional dependence
- Finite sample properties of maximum likelihood estimator in spatial models
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Panel data models with spatially correlated error components
- HAC estimation in a spatial framework
- Estimating models of complex FDI: are there third-country effects?
- Estimating regional trade agreement effects on FDI in an interdependent world
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- A test for spatial autocorrelation in seemingly unrelated regressions
- Sparse spatial autoregressions
- Testing panel data regression models with spatial error correlation.
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- New directions in spatial econometrics
- DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
- Spatial Price Competition: A Semiparametric Approach
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
