Indirect inference in spatial autoregression

DOI10.1111/ectj.12084OpenAlexW109055403MaRDI QIDQ5093955

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Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12084

zbMATH Keywords

biasinconsistencyindirect inferencespatial autoregressionweight matrixbinding function

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS ⋮ A general result on the estimation bias of ARMA models ⋮ Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ Adaptive inference on pure spatial models ⋮ Indirect inference estimation of higher-order spatial autoregressive models ⋮ Robust estimation of stationary continuous‐time arma models via indirect inference ⋮ Adjusted QMLE for the spatial autoregressive parameter ⋮ Higher-order least squares inference for spatial autoregressions

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