Quasi-generalized least squares regression estimation with spatial data
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DOI: 10.1016/j.econlet.2017.04.004
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References listed on IDEAS
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Cited by:
- Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018.
"Using generalized estimating equations to estimate nonlinear models with spatial data,"
Papers
1810.05855, arXiv.org.
- Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020. "Using generalized estimating equations to estimate nonlinear models with spatial data," IRTG 1792 Discussion Papers 2020-017, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
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More about this item
Keywords
Quasi-GLS; Spatial correlation; Covariance tapering; Spatial HAC estimator;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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