Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Instrumental variable quantile regression: a robust inference approach
Spatial dynamic panel data models with interactive fixed effects
Efficient estimation of the semiparametric spatial autoregressive model
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Semiparametric GMM estimation of spatial autoregressive models
Sieve instrumental variable quantile regression estimation of functional coefficient models
Quantile regression in partially linear varying coefficient models
Hedonic housing prices and the demand for clean air
Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
Limiting distributions for \(L_1\) regression estimators under general conditions
Robust regression: Asymptotics, conjectures and Monte Carlo
Efficient closed-form estimation of large spatial autoregressions
A semiparametric spatial dynamic model
Inference on higher-order spatial autoregressive models with increasingly many parameters
Local Rank Inference for Varying Coefficient Models
Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
On U-statistics and v. mise? statistics for weakly dependent processes
Uniform Convergence in Probability and Stochastic Equicontinuity
Regression Quantiles
Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
Semiparametric Estimation of Index Coefficients
Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
Nonparametric Estimation of an Additive Quantile Regression Model
NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data

This page was built for publication: Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models