Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
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- Shew Fan Liu & Zhenlin Yang, 2014. "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers 15-2014, Singapore Management University, School of Economics.
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- Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2021.
"Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 245-270.
- Baltagi, Badi & Pirotte, Alain & Yang, Zhenlin, 2018. "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," Economics and Statistics Working Papers 12-2018, Singapore Management University, School of Economics.
- Badi H. Baltagi & Alain Pirotte & Zhenlin Yang, 2021. "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Post-Print hal-04120461, HAL.
- Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2020. "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," IZA Discussion Papers 13803, Institute of Labor Economics (IZA).
- Christoph Strumann, 2019. "Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 141-168, January.
- Wongsa-art, Pipat & Kim, Namhyun & Xia, Yingcun & Moscone, Francesco, 2024. "Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England," Regional Science and Urban Economics, Elsevier, vol. 106(C).
- Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016. "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 52-72.
- W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021. "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers E2021/8, Cardiff University, Cardiff Business School, Economics Section.
- W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021. "Modeling and predicting agricultural land use in England based on spatially high-resolution data," Cardiff Economics Working Papers E2021/7, Cardiff University, Cardiff Business School, Economics Section.
- Liu, Shew Fan & Yang, Zhenlin, 2015. "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 55-67.
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More about this item
Keywords
asymptotics; bias correction; bootstrap; concentrated estimating equation; Monte Carlo; spatial layout; stochastic expansion;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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