Spatial weights matrix selection and model averaging for spatial autoregressive models
type: Item
instance of: scholarly article
title: Spatial weights matrix selection and model averaging for spatial autoregressive models
zbMATH Open document ID: 1386.62033
author: Xinyu Zhang
author: Jihai Yu
published in: Journal of Econometrics
publication date: 2018-03-22T00:00:00Z
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6852077
zbMATH Keywords: model averaging
zbMATH Keywords: model selection
zbMATH Keywords: spatial autoregressive
zbMATH Keywords: spatial econometrics
describes a project that uses: Arc_Mat
MaRDI profile type: Publication
full work available at URL: j.jeconom.2017.05.021
OpenAlex ID: W2770938988
cites work: Q5708419
cites work: Maximum likelihood identification of Gaussian autoregressive moving average models
cites work: A Model-Averaging Approach for High-Dimensional Regression
cites work: New directions in spatial econometrics
cites work: On the harm that ignoring pretesting can cause
cites work: The Estimation of Prediction Error
cites work: On the behaviour of marginal and conditional AIC in linear mixed models
cites work: Least Squares Model Averaging
cites work: Model averaging, asymptotic risk, and regressor groups
cites work: Q5812325
cites work: The origin of spatial interaction
cites work: Q3425126
cites work: Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
cites work: Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
cites work: GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
cites work: Estimation of spatial autoregressive panel data models with fixed effects
cites work: THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION
cites work: Q3605139
cites work: Information Theory and Mixing Least-Squares Regressions
cites work: Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
cites work: Optimal Weight Choice for Frequentist Model Average Estimators
cites work: GMM estimation of spatial autoregressive models with unknown heteroskedasticity
cites work: An efficient GMM estimator of spatial autoregressive models
cites work: Some Comments on C P
cites work: Estimating the dimension of a model
cites work: Q4344404
cites work: Estimation of the mean of a multivariate normal distribution
cites work: Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
cites work: A semiparametric spatial dynamic model
cites work: Least squares model averaging by Mallows criterion
cites work: Model averaging by jackknife criterion in models with dependent data
cites work: Model averaging and weight choice in linear mixed-effects models
cites work: On the ``degrees of freedom'' of the lasso
DOI: 10.1016/J.JECONOM.2017.05.021
Recommended article: Q2994337
Recommended article: ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
Recommended article: Q5017273
Recommended article: Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Recommended article: Spatial autoregressions with an extended parameter space and similarity-based weights
Recommended article: Model selection and model averaging for matrix exponential spatial models
Recommended article: Variable selection for spatial autoregressive models
Recommended article: Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
Recommended article: Estimation of spatial panel data models with time varying spatial weights matrices
Recommended article: THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
description: scientific article; zbMATH DE number 6852077