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Consistency And Efficiency Of Least Squares Estimation For Mixed Regressive, Spatial Autoregressive Models

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Cited by:

  1. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
  2. OGURA Yoshiaki & OKUI Ryo & SAITO Yukiko, 2015. "Network-motivated Lending Decisions," Discussion papers 15057, Research Institute of Economy, Trade and Industry (RIETI).
  3. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Development Economics Working Papers 22487, East Asian Bureau of Economic Research.
  4. Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023. "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.
  5. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
  6. Liu, Xiaodong & Lee, Lung-fei, 2010. "GMM estimation of social interaction models with centrality," Journal of Econometrics, Elsevier, vol. 159(1), pages 99-115, November.
  7. F. Moscone & E. Tosetti, 2010. "Health expenditure and income in the United States," Health Economics, John Wiley & Sons, Ltd., vol. 19(12), pages 1385-1403, December.
  8. Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
  9. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
  10. Yong Bao & Xiaotian Liu & Lihong Yang, 2020. "Indirect Inference Estimation of Spatial Autoregressions," Econometrics, MDPI, vol. 8(3), pages 1-26, September.
  11. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
  12. Xu, Yuhong & Yang, Zhenlin, 2020. "Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  13. Robinson, Peter M. & Rossi, Francesca, 2012. "Improved tests for spatial correlation," MPRA Paper 41835, University Library of Munich, Germany.
  14. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012. "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, vol. 170(1), pages 164-177.
  15. Gupta, Abhimanyu & Robinson, Peter M., 2018. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
  16. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  17. Pesaran, M. Hashem & Tosetti, Elisa, 2011. "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
  18. Yang, Zhenlin, 2010. "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
  19. 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.
  20. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves & Lee, Lung-Fei, 2011. "Criminal Networks: Who is the Key Player?," Research Papers in Economics 2011:7, Stockholm University, Department of Economics.
  21. Peter M Robinson, 2009. "Correlation Testing in Time Series, SpatialandCross-Sectional Data," STICERD - Econometrics Paper Series 530, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  22. Shuyang Sheng & Xiaoting Sun, 2023. "Social Interactions with Endogenous Group Formation," Papers 2306.01544, arXiv.org.
  23. Patacchini, Eleonora & Rainone, Edoardo & Zenou, Yves, 2017. "Heterogeneous peer effects in education," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 190-227.
  24. Mao, Guangyu & Shen, Yan, 2019. "Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence," China Economic Review, Elsevier, vol. 53(C), pages 53-64.
  25. Liu, Xiaodong & Lee, Lung-fei & Bollinger, Christopher R., 2010. "An efficient GMM estimator of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 159(2), pages 303-319, December.
  26. Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015. "Spatial Methods," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 115-168, Elsevier.
  27. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, vol. 3(2), pages 1-36, May.
  28. J. Paul Elhorst & Marco Gross & Eugen Tereanu, 2021. "Cross‐Sectional Dependence And Spillovers In Space And Time: Where Spatial Econometrics And Global Var Models Meet," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 192-226, February.
  29. Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022. "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 569-629, December.
  30. Rossi, Francesca & Robinson, Peter M., 2023. "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 244-269.
  31. Robert Garthoff & Philipp Otto, 2018. "Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren [Statistical surveillance of spatial autoregressive processes with exogenous regressors]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(2), pages 107-133, September.
  32. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009. "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers 112, Center for Policy Research, Maxwell School, Syracuse University.
  33. Robinson, Peter, 2008. "Correlation testing in time series, spatial and cross-sectional data," LSE Research Online Documents on Economics 25470, London School of Economics and Political Science, LSE Library.
  34. Bao, Yong, 2024. "Estimating spatial autoregressions under heteroskedasticity without searching for instruments," Regional Science and Urban Economics, Elsevier, vol. 106(C).
  35. Robinson, Peter M. & Rossi, Francesca, 2015. "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," Journal of Econometrics, Elsevier, vol. 189(2), pages 447-456.
  36. FUJII Daisuke, 2016. "Shock Propagations in Granular Networks," Discussion papers 16057, Research Institute of Economy, Trade and Industry (RIETI).
  37. Baltagi, Badi H., 2006. "Random Effects And Spatial Autocorrelation With Equal Weights," Econometric Theory, Cambridge University Press, vol. 22(5), pages 973-984, October.
  38. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
  39. 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.
  40. Osarumwense Osabuohien-Irabor & Igor Mikhailovich Drapkin, 2022. "The Impact of Technological Innovation on Energy Consumption in OECD Economies: the role of Outward Foreign Direct Investment and International Trade Openness," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 317-333, July.
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  42. Robinson, Peter M. & Rossi, Francesca, 2015. "Refined Tests For Spatial Correlation," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1249-1280, December.
  43. Ryan Greenaway-McGrevy & Kade Sorensen, 2021. "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-32, December.
  44. Robinson, Peter M., 2007. "Efficient estimation of the semiparametric spatial autoregressive model," LSE Research Online Documents on Economics 4535, London School of Economics and Political Science, LSE Library.
  45. Mynbaev, Kairat T., 2010. "Asymptotic distribution of the OLS estimator for a mixed spatial model," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 733-748, March.
  46. Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
  47. Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 27-50.
  48. Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014. "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 118-128.
  49. Sida Peng, 2019. "Heterogeneous Endogenous Effects in Networks," Papers 1908.00663, arXiv.org.
  50. Sen, Suphi & Vollebergh, Herman, 2018. "The effectiveness of taxing the carbon content of energy consumption," Journal of Environmental Economics and Management, Elsevier, vol. 92(C), pages 74-99.
  51. Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
  52. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
  53. Lee, Jungyoon & Robinson, Peter M., 2016. "Series estimation under cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 190(1), pages 1-17.
  54. Peter Robinson, 2007. "Correlation testing in time series, spatial and cross-sectional data," CeMMAP working papers CWP01/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  55. Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
  56. Jesús Mur & Fernando López & Ana Angulo, 2009. "Testing the hypothesis of stability in spatial econometric models," Papers in Regional Science, Wiley Blackwell, vol. 88(2), pages 409-444, June.
  57. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association.
  58. repec:esx:essedp:735 is not listed on IDEAS
  59. Zenou, Yves & Patacchini, Eleonora & Rainone, Edoardo, 2012. "Student Networks and Long-Run Educational Outcomes: The Strength of Strong Ties," CEPR Discussion Papers 9149, C.E.P.R. Discussion Papers.
  60. repec:asg:wpaper:1013 is not listed on IDEAS
  61. Frederik König, 2014. "Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(3), pages 233-262, August.
  62. Jakub Olejnik & Alicja Olejnik, 2020. "QML estimation with non-summable weight matrices," Journal of Geographical Systems, Springer, vol. 22(4), pages 469-495, October.
  63. Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
  64. Huang, K., 2018. "How Large is the Potential Economic Benefit of Agricultural Adaptation to Climate Change?," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277238, International Association of Agricultural Economists.
  65. Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
  66. Ziqi Yin & Jianzhai Wu, 2021. "Spatial Dependence Evaluation of Agricultural Technical Efficiency—Based on the Stochastic Frontier and Spatial Econometric Model," Sustainability, MDPI, vol. 13(5), pages 1-12, March.
  67. Martellosio, Federico, 2008. "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper 7255, University Library of Munich, Germany.
  68. 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.
  69. repec:esx:essedp:774 is not listed on IDEAS
  70. Gupta, Abhimanyu, 2023. "Efficient closed-form estimation of large spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
  71. Zhao, Jiayang & Liu, Jie & Su, Yuting, 2024. "Consistent two-stage estimation in heterogeneous network autoregressive model," Statistics & Probability Letters, Elsevier, vol. 212(C).
  72. Zhenlin Yang, 2021. "Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity," Empirical Economics, Springer, vol. 60(1), pages 51-92, January.
  73. Kaixing Huang, 2015. "The Economic Impacts of Global Warming on Agriculture: the Role of Adaptation," School of Economics and Public Policy Working Papers 2015-20, University of Adelaide, School of Economics and Public Policy.
  74. Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012. "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 211-220.
  75. Abhimanyu Gupta & Jungyoon Lee & Francesca Rossi, 2024. "Testing linearity of spatial interaction functions \`a la Ramsey," Papers 2412.14778, arXiv.org.
  76. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  77. Mynbaev, Kairat, 2006. "Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model," MPRA Paper 4411, University Library of Munich, Germany.
  78. Trzpiot Grażyna & Orwat-Acedańska Agnieszka, 2016. "Spatial Quantile Regression In Analysis Of Healthy Life Years In The European Union Countries," Comparative Economic Research, Sciendo, vol. 19(5), pages 179-199, December.
  79. Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  80. Li, Liyao & Yang, Zhenlin, 2021. "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, vol. 221(2), pages 424-454.
  81. Peter M Robinson, 2007. "Efficient Estimation of the SemiparametricSpatial Autoregressive Model," STICERD - Econometrics Paper Series 515, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  82. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
  83. Kolympiris, Christos & Kalaitzandonakes, Nicholas & Miller, Douglas, 2011. "Spatial collocation and venture capital in the US biotechnology industry," Research Policy, Elsevier, vol. 40(9), pages 1188-1199.
  84. repec:esx:essedp:772 is not listed on IDEAS
  85. Lukas Dargel, 2021. "Revisiting estimation methods for spatial econometric interaction models," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-41, December.
  86. Peter Robinson, 2006. "Efficient estimation of the semiparametric spatial autoregressive model," CeMMAP working papers CWP08/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  87. Baltagi, Badi H. & Liu, Long, 2010. "Spurious spatial regression with equal weights," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1640-1642, November.
  88. Ciccarelli, Carlo & Elhorst, J.Paul, 2018. "A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 131-142.
  89. Patacchini, Eleonora & Rainone, Edoardo & Zenou, Yves, 2011. "Dynamic Aspects of Teenage Friendships and Educational Attainment," Research Papers in Economics 2011:4, Stockholm University, Department of Economics.
  90. Nistor, Adela P., 2007. "Implications of Human Capital Public Investments for Regional Unemployment in Indiana," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 37(3), pages 1-8.
  91. Karamysheva, Madina & Seregina, Ekaterina, 2022. "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, vol. 127(C).
  92. 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.
  93. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
  94. Hsiao, C. & Pesaran, M.H. & Pick, A., 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," Cambridge Working Papers in Economics 0716, Faculty of Economics, University of Cambridge.
  95. Hujer Reinhard & Rodrigues Paulo J. M. & Wolf Katja, 2008. "Dynamic Panel Data Models with Spatial Correlation," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 612-629, October.
  96. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  97. Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers 12424, C.E.P.R. Discussion Papers.
  98. Francesca Rossi & Peter M. Robinson, 2020. "Higher-Order Least Squares Inference for Spatial Autoregressions," Working Papers 04/2020, University of Verona, Department of Economics.
  99. Baltagi, Badi H. & Liu, Long, 2009. "Spatial lag test with equal weights," Economics Letters, Elsevier, vol. 104(2), pages 81-82, August.
  100. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
  101. Kaixing Huang & Nicholas Sim, 2021. "Adaptation May Reduce Climate Damage in Agriculture by Two Thirds," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(1), pages 47-71, February.
  102. Gupta, Abhimanyu, 2019. "Estimation Of Spatial Autoregressions With Stochastic Weight Matrices," Econometric Theory, Cambridge University Press, vol. 35(2), pages 417-463, April.
  103. Li, Mengyuan & Yu, Dalei & Bai, Peng, 2013. "A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 568-572.
  104. Mynbaev, Kairat T. & Ullah, Aman, 2008. "Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 245-277, February.
  105. Robinson, P.M., 2008. "Correlation testing in time series, spatial and cross-sectional data," Journal of Econometrics, Elsevier, vol. 147(1), pages 5-16, November.
  106. Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2013. "xsmle: a Stata command for spatial panel-data models estimation," Italian Stata Users' Group Meetings 2013 04, Stata Users Group.
  107. Zenou, Yves & Patacchini, Eleonora & Liu, Xiaodong, 2013. "Peer Effects: Social Multiplier or Social Norms?," CEPR Discussion Papers 9366, C.E.P.R. Discussion Papers.
  108. Malabika Koley & Anil K. Bera, 2022. "Testing for spatial dependence in a spatial autoregressive (SAR) model in the presence of endogenous regressors," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-46, December.
  109. Peter M Robinson, 2009. "Developments in the Analysis of Spatial Data," STICERD - Econometrics Paper Series 531, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  110. Mynbaev, Kairat & Ullah, Aman, 2006. "A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model," MPRA Paper 3318, University Library of Munich, Germany.
  111. Lee, Lung-fei, 2007. "The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 140(1), pages 155-189, September.
  112. Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-32, March.
  113. Gianfranco Piras & Paolo Postiglione & Patricio Aroca, 2012. "Specialization, R&D and productivity growth: evidence from EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 35-51, August.
  114. Soutir Bandyopadhyay & Arnab Maity, 2018. "Asymptotic theory for varying coefficient regression models with dependent data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 745-759, August.
  115. Carlo Grillenzoni, 2024. "Forecasting Lattice and Point Spatial Data: Comparison of Unilateral and Multilateral SAR Models," Forecasting, MDPI, vol. 6(3), pages 1-18, August.
  116. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
  117. Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017. "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 168-189, June.
  118. Fanning, Jasper & Marsh, Thomas L., 2005. "Spatial Hedonic Analysis Of Veterinarian Income," 2005 Annual meeting, July 24-27, Providence, RI 19168, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  119. Robinson, P.M., 2010. "Efficient estimation of the semiparametric spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 157(1), pages 6-17, July.
  120. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 15619, University of Essex, Department of Economics.
  121. Guo, Penghui & Liu, Lihu, 2011. "Robust Test for Spatial Error Model:Considering Changes of Spatial Layouts and Distribution Misspecification," MPRA Paper 38050, University Library of Munich, Germany, revised Apr 2012.
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  123. Robinson, P.M., 2011. "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, vol. 165(1), pages 5-19.
  124. Jin, Fei & Lee, Lung-fei, 2012. "Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 446-458.
  125. Rogério Pereira & Tatiane Almeida de Menezes, 2021. "Does per capita income cause homicide rates? An application of an IV spatial model," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(4), pages 1388-1400, August.
  126. Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.
  127. Gupta, Abhimanyu, 2018. "Nonparametric specification testing via the trinity of tests," Journal of Econometrics, Elsevier, vol. 203(1), pages 169-185.
  128. Eduardo A. Souza-Rodrigues, 2016. "Nonparametric Regression with Common Shocks," Econometrics, MDPI, vol. 4(3), pages 1-17, September.
  129. Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
  130. Piras, Gianfranco, 2010. "sphet: Spatial Models with Heteroskedastic Innovations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 35(i01).
  131. Feng, Qu & Wu, Guiying Laura & Yuan, Mengying & Zhou, Shihao, 2022. "Save lives or save livelihoods? A cross-country analysis of COVID-19 pandemic and economic growth," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 221-256.
  132. Lee, Yoon-Jin, 2014. "Testing a linear dynamic panel data model against nonlinear alternatives," Journal of Econometrics, Elsevier, vol. 178(P1), pages 146-166.
  133. Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017. "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 168-189, June.
  134. Millimet, Daniel L. & Collier, Trevor, 2008. "Efficiency in public schools: Does competition matter?," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 134-157, July.
  135. Zenou, Yves & Patacchini, Eleonora & Liu, Xiaodong, 2011. "Peer Effects in Education, Sport, and Screen Activities: Local Aggregate or Local Average?," CEPR Discussion Papers 8477, C.E.P.R. Discussion Papers.
  136. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, July.
  137. repec:cep:stiecm:/2013/565 is not listed on IDEAS
  138. Pinto, Allan & Griffin, Terry W., 2022. "Detecting bubbles via single time-series variable: applying spatial specification tests to farmland values," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322534, Agricultural and Applied Economics Association.
  139. repec:asg:wpaper:1045 is not listed on IDEAS
  140. Raymond J. G. M. Florax & Arno J. Van der Vlist, 2003. "Spatial Econometric Data Analysis: Moving Beyond Traditional Models," International Regional Science Review, , vol. 26(3), pages 223-243, July.
  141. Robinson, Peter, 2008. "Developments in the analysis of spatial data," LSE Research Online Documents on Economics 25473, London School of Economics and Political Science, LSE Library.
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