ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
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Publication:5378500
DOI10.1017/S0266466618000142zbMath1427.62112OpenAlexW2302145514MaRDI QIDQ5378500
Publication date: 31 May 2019
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466618000142
consistencyasymptotic normalitysparse matrixordinary least squaresinstrumental variablespseudo maximum likelihoodhigher-order spatial autoregressive modelstochastic exogenous spatial weight matrix
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)
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