CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
From MaRDI portal
Publication:5880805
DOI10.1017/S0266466621000384OpenAlexW3199280738MaRDI QIDQ5880805
No author found.
Publication date: 6 March 2023
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466621000384
Related Items (1)
Cites Work
- Unnamed Item
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- HAC estimation in a spatial framework
- Correlation testing in time series, spatial and cross-sectional data
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Hedonic housing prices and the demand for clean air
- On the Harrison and Rubinfeld data
- GEL estimation and tests of spatial autoregressive models
- Estimating Regression Models with Multiplicative Heteroscedasticity
- A Laplace approximation to the moments of a ratio of quadratic forms
- 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
- FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS
- Indirect inference in spatial autoregression
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
This page was built for publication: CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS