Statistical inference on regression with spatial dependence
From MaRDI portal
Publication:738181
DOI10.1016/j.jeconom.2011.09.033zbMath1441.62852OpenAlexW2150768370MaRDI QIDQ738181
Supachoke Thawornkaiwong, Peter M. Robinson
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.2011.09.033
asymptotic normalitynonparametric regressionlinear regressioninstrumental variablesspatial datavariance estimationpartly linear regression
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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