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A central limit theorem for endogenous locations and complex spatial interactions

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  • Pinkse, Joris
  • Shen, Lihong
  • Slade, Margaret

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  • Pinkse, Joris & Shen, Lihong & Slade, Margaret, 2007. "A central limit theorem for endogenous locations and complex spatial interactions," Journal of Econometrics, Elsevier, vol. 140(1), pages 215-225, September.
    • Handle: RePEc:eee:econom:v:140:y:2007:i:1:p:215-225
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    References listed on IDEAS

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    1. Joris Pinkse & Margaret Slade & Lihong Shen, 2006. "Dynamic Spatial Discrete Choice Using One-step GMM: An Application to Mine Operating Decisions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(1), pages 53-99.
    2. Pinkse, Joris & Slade, Margaret E., 2004. "Mergers, brand competition, and the price of a pint," European Economic Review, Elsevier, vol. 48(3), pages 617-643, June.
    3. Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
    4. H. Kelejian, Harry & Prucha, Ingmar R., 2001. "On the asymptotic distribution of the Moran I test statistic with applications," Journal of Econometrics, Elsevier, vol. 104(2), pages 219-257, September.
    5. Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.
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    Cited by:

    1. Jungyoon Lee & Peter M Robinson, 2013. "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series 570, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
    3. Ruonan Xu & Jeffrey M. Wooldridge, 2022. "A Design-Based Approach to Spatial Correlation," Papers 2211.14354, arXiv.org.
    4. William C. Horrace & Kurt E. Schnier, 2010. "Fixed-Effect Estimation of Highly Mobile Production Technologies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(5), pages 1432-1445.
    5. Iglesias, Emma M. & Phillips, Garry D.A., 2008. "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May.
    6. Joris Pinkse & Margaret Slade, 2007. "Semi-structural models of advertising competition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1227-1246.
    7. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
    8. Lee, Jungyoon & Robinson, Peter M., 2013. "Series estimation under cross-sectional dependence," LSE Research Online Documents on Economics 58188, London School of Economics and Political Science, LSE Library.
    9. Sasaki, Yuya & Xin, Yi, 2017. "Unequal spacing in dynamic panel data: Identification and estimation," Journal of Econometrics, Elsevier, vol. 196(2), pages 320-330.
    10. Lee, Jungyoon & Robinson, Peter M., 2016. "Series estimation under cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 190(1), pages 1-17.
    11. Joris Pinkse & Margaret E. Slade, 2010. "The Future Of Spatial Econometrics," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 103-117, February.
    12. repec:cep:stiecm:/2013/570 is not listed on IDEAS
    13. Robinson, P.M., 2011. "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, vol. 165(1), pages 5-19.
    14. Jungyoon Lee & Peter Robinson, 2016. "Series estimation under cross-sectional dependence," LSE Research Online Documents on Economics 63380, London School of Economics and Political Science, LSE Library.
    15. Jenish, Nazgul & Prucha, Ingmar R., 2012. "On spatial processes and asymptotic inference under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 170(1), pages 178-190.
    16. Joris Pinkse & Margaret Slade & Lihong Shen, 2006. "Dynamic Spatial Discrete Choice Using One-step GMM: An Application to Mine Operating Decisions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(1), pages 53-99.

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