Nonparametric spatial regression under near-epoch dependence

DOI10.1016/j.jeconom.2011.11.008zbMath1441.62753OpenAlexW2041028193MaRDI QIDQ738148

Nazgul Jenish

Publication date: 15 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.11.008

zbMATH Keywords

asymptotic normalitylocal linear estimatornonparametric regressionnear-epoch dependent spatial processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Nonparametric regression for locally stationary random fields under stochastic sampling design ⋮ Series estimation under cross-sectional dependence ⋮ Sieve maximum likelihood estimation of the spatial autoregressive Tobit model ⋮ Maximum likelihood estimation of a spatial autoregressive Tobit model ⋮ SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS ⋮ On nonparametric inference for spatial regression models under domain expanding and infill asymptotics ⋮ A semiparametric model for heterogeneous panel data with fixed effects ⋮ The nonparametric estimation of long memory spatio-temporal random field models ⋮ A spatial autoregressive model with a nonlinear transformation of the dependent variable

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