Refinements in maximum likelihood inference on spatial autocorrelation in panel data

DOI10.1016/j.jeconom.2015.03.036zbMath1337.62279OpenAlexW2293678402MaRDI QIDQ888339

N. E. Zubov

Publication date: 30 October 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.03.036

zbMATH Keywords

fixed effectspanel dataEdgeworth expansionspatial autoregressioninterval estimatestests for cross-sectional independence

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items

Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference, Adaptive inference on pure spatial models, Frontiers in time series and financial econometrics: an overview, Spatial autoregressions with an extended parameter space and similarity-based weights, Inference in a similarity-based spatial autoregressive model, Robust estimation and inference of spatial panel data models with fixed effects, Score-Driven Modeling of Spatio-Temporal Data, Saddlepoint Approximations for Spatial Panel Data Models, Adjusted QMLE for the spatial autoregressive parameter, EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS, An overview on econometric models for linear spatial panel data, Testing spatial dependence in spatial models with endogenous weights matrices

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