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Efficient Gmm Estimation Of High Order Spatial Autoregressive Models With Autoregressive Disturbances
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Cited by:
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134),"
Other publications TiSEM
b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Discussion Paper 2015-003, Tilburg University, Center for Economic Research.
- Matthias Koch, 2011. "Parameter spaces for stationary DGPs in spatial econometric modelling," ERSA conference papers ersa11p1147, European Regional Science Association.
- Zhenlin Yang, 2018. "Bootstrap LM tests for higher-order spatial effects in spatial linear regression models," Empirical Economics, Springer, vol. 55(1), pages 35-68, August.
- Fei Jin & Lung‐fei Lee & Kai Yang, 2024. "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 640-658, June.
- Harald Badinger & Peter Egger, 2015.
"Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
- Badinger, Harald & Egger, Peter, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Paper Series 173, WU Vienna University of Economics and Business.
- Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Papers wuwp173, Vienna University of Economics and Business, Department of Economics.
- Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," CESifo Working Paper Series 4847, CESifo.
- 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.
- Michael D. König & Xiaodong Liu & Yves Zenou, 2019.
"R&D Networks: Theory, Empirics, and Policy Implications,"
The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 476-491, July.
- Zenou, Yves & Koenig, Michael & Liu, Xiaodong, 2014. "R&D Networks: Theory, Empirics and Policy Implications," CEPR Discussion Papers 9872, C.E.P.R. Discussion Papers.
- Michael D. Koenig & Xiaodong Liu & Yves Zenou, 2014. "R&D Networks: Theory, Empirics and Policy Implications," Discussion Papers 13-027, Stanford Institute for Economic Policy Research.
- Michael D. König & Xiaodong Liu & Yves Zenou, 2014. "R&D networks: theory, empirics and policy implications," ECON - Working Papers 142, Department of Economics - University of Zurich.
- 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.
- Gupta, A & Robinson, PM, 2013. "Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters," Economics Discussion Papers 23417, University of Essex, Department of Economics.
- Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," LSE Research Online Documents on Economics 60794, London School of Economics and Political Science, LSE Library.
- Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
- 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.
- Gupta, A & Robinson, PM, 2015. "Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension," Economics Discussion Papers 22698, University of Essex, Department of Economics.
- Gupta, Abhimanyu & Robinson, Peter M., 2017. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," LSE Research Online Documents on Economics 84085, London School of Economics and Political Science, LSE Library.
- Vincent Boucher & Yann Bramoullé, 2020.
"Binary Outcomes and Linear Interactions,"
AMSE Working Papers
2038, Aix-Marseille School of Economics, France.
- Bramoullé, Yann & Boucher, Vincent, 2020. "Binary Outcomes and Linear Interactions," CEPR Discussion Papers 15505, C.E.P.R. Discussion Papers.
- Vincent Boucher & Yann Bramoullé, 2020. "Binary Outcomes and Linear Interactions," Working Papers halshs-03031767, HAL.
- William C. Horrace & Hyunseok Jung & Jonathan L. Pressler & Amy Ellen Schwartz, 2021.
"What Makes a Classmate a Peer? Examining Which Peers Matter in NYC Elementary Schools,"
Center for Policy Research Working Papers
241, Center for Policy Research, Maxwell School, Syracuse University.
- Horrace, William & Jung, Hyunseok & Presler, Jonathan & Schwartz, Amy Ellen, 2021. "What Makes a Classmate a Peer? Examining which peers matter in NYC elementary schools," Working Papers 21-4, Sinquefield Center for Applied Economic Research, Saint Louis University, revised 17 Jan 2022.
- 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.
- Overman, Henry & Gibbons, Steve & Patacchini, Eleonora, 2014. "Spatial Methods," CEPR Discussion Papers 10135, C.E.P.R. Discussion Papers.
- Steve Gibbons & Henry G. Overman & Eleonora Patacchini, 2014. "Spatial Methods," SERC Discussion Papers 0162, Centre for Economic Performance, LSE.
- Harald Badinger & Peter Egger, 2016. "Productivity Spillovers Across Countries and Industries: New Evidence From OECD Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 501-521, August.
- Deleidi, Matteo & Mazzucato, Mariana & Semieniuk, Gregor, 2020.
"Neither crowding in nor out: Public direct investment mobilising private investment into renewable electricity projects,"
Energy Policy, Elsevier, vol. 140(C).
- Matteo Deleidi & Mariana Mazzucato & Gregor Semieniuk, 2019. "Neither crowding in nor out: Public direct investment mobilising private investment into renewable electricity projects," Working Papers 226, Department of Economics, SOAS University of London, UK.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003),"
Other publications TiSEM
b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
- Michele Costola & Matteo Iacopini & Casper Wichers, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," Papers 2310.17473, arXiv.org.
- Sophie Béreau & Nicolas Debarsy & Cyrille Dossougoin & Jean-Yves Gnabo, 2022. "Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis," Working Papers halshs-03513049, HAL.
- Liu, Shew Fan & Yang, Zhenlin, 2015.
"Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality,"
Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 50-70.
- Shew Fan Liu & Zhenlin Yang, 2014. "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers 14-2014, Singapore Management University, School of Economics.
- Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
- Gupta, Abhimanyu, 2019.
"Estimation Of Spatial Autoregressions With Stochastic Weight Matrices,"
Econometric Theory, Cambridge University Press, vol. 35(2), pages 417-463, April.
- Gupta, A, 2015. "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers 15617, University of Essex, Department of Economics.
- Debarsy, Nicolas & Jin, Fei & Lee, Lung-fei, 2015.
"Large sample properties of the matrix exponential spatial specification with an application to FDI,"
Journal of Econometrics, Elsevier, vol. 188(1), pages 1-21.
- Nicolas DEBARSY & Fei JIN & Lung-fei LEE, 2014. "Large Sample Properties of the Matrix Exponential Spatial Specification with an Application to FDI," LEO Working Papers / DR LEO 2244, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2015. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Post-Print hal-00858174, HAL.
- Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2014. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Working Papers hal-01069198, HAL.
- Patacchini, Eleonora & Rainone, Edoardo & Zenou, Yves, 2017.
"Heterogeneous peer effects in education,"
Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 190-227.
- Zenou, Yves & Patacchini, Eleonora & Rainone, Edoardo, 2014. "Heterogeneous Peer Effects in Education," CEPR Discussion Papers 9804, C.E.P.R. Discussion Papers.
- Eleonora Patacchini & Edoardo Rainone & Yves Zenou, 2016. "Heterogeneous peer effects in education," Temi di discussione (Economic working papers) 1048, Bank of Italy, Economic Research and International Relations Area.
- Jinghua Lei & Jenny Ligthart & Mark Rider & Ruixin Wang, 2022. "Fiscal fragmentation and crime control: Is there an efficiency-equity tradeoff?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 29(3), pages 751-787, June.
- 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.
- Robinson, Peter & Rossi, Francesca, 2015. "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," LSE Research Online Documents on Economics 61432, London School of Economics and Political Science, LSE Library.
- Debarsy, Nicolas & LeSage, James, 2018.
"Flexible dependence modeling using convex combinations of different types of connectivity structures,"
Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 48-68.
- Nicolas Debarsy & James Lesage, 2018. "Flexible dependence modeling using convex combinations of different types of connectivity structures," Post-Print halshs-03319303, HAL.
- Jinghua Lei & Jenny Ligthart (deceased) & Mark Rider & Ruixin Wang, 2018. "Fiscal Fragmentation and the Spatial Distribution of Crime in the United States," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1821, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Nicolas DEBARSY & Cem ERTUR, 2016.
"Interaction matrix selection in spatial econometrics with an application to growth theory,"
LEO Working Papers / DR LEO
2172, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Cem Ertur, 2019. "Interaction matrix selection in spatial econometrics with an application to growth theory," Post-Print halshs-01278545, HAL.
- 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.
- 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.
- 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.
- Wang, Wei & Lee, Lung-Fei & Bao, Yan, 2018. "GMM estimation of the spatial autoregressive model in a system of interrelated networks," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 167-198.
- Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
- Lung-fei Lee & Jihai Yu, 2012. "The C(α)-type gradient test for spatial dependence in spatial autoregressive models," Letters in Spatial and Resource Sciences, Springer, vol. 5(3), pages 119-135, October.
- Bao, Yong, 2024. "Estimating spatial autoregressions under heteroskedasticity without searching for instruments," Regional Science and Urban Economics, Elsevier, vol. 106(C).
- Guido M. Kuersteiner & Ingmar R. Prucha, 2020.
"Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity,"
Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
- Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
- FUJII Daisuke, 2016. "Shock Propagations in Granular Networks," Discussion papers 16057, Research Institute of Economy, Trade and Industry (RIETI).
- López-Hernández, Fernando A., 2013. "Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia," Economic Modelling, Elsevier, vol. 33(C), pages 270-279.
- Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 180(2), pages 174-197.
- Simon K. C. Cheung & Tommy K. Y. Cheung, 2022. "Mixed membership nearest neighbor model with feature difference," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1578-1594, December.
- Harald Badinger & Peter Egger, 2013. "Estimation and testing of higher-order spatial autoregressive panel data error component models," Journal of Geographical Systems, Springer, vol. 15(4), pages 453-489, October.
- Daniel Arribas-Bel & Julia Koschinsky & Pedro Amaral, 2012. "Improving the multi-dimensional comparison of simulation results: a spatial visualization approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(2), pages 55-63, July.
- Feng, Xingdong & Li, Wenyu & Zhu, Qianqian, 2024. "Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
- Michael D. König & Dominic Rohner & Mathias Thoenig & Fabrizio Zilibotti, 2017. "Networks in Conflict: Theory and Evidence From the Great War of Africa," Econometrica, Econometric Society, vol. 85, pages 1093-1132, July.
- Tizheng Li & Xiaojuan Kang, 2022. "Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters," Statistical Papers, Springer, vol. 63(1), pages 243-285, February.
- Matthias Arnold & Dominik Wied, 2014. "Improved GMM estimation of random effects panel data models with spatially correlated error components," Papers in Regional Science, Wiley Blackwell, vol. 93(1), pages 77-99, March.
- Sida Peng, 2019. "Heterogeneous Endogenous Effects in Networks," Papers 1908.00663, arXiv.org.
- Luis Eduardo Sandoval, 2018. "Socio-economics characteristics and spatial persistence of homicides in Colombia, 2000-2010," Estudios de Economia, University of Chile, Department of Economics, vol. 45(1 Year 20), pages 51-77, June.
- 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.
- Gupta, A & Robinson, PM, 2013. "Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters," Economics Discussion Papers 8987, University of Essex, Department of Economics.
- Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," LSE Research Online Documents on Economics 60794, London School of Economics and Political Science, LSE Library.
- Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, vol. 3(1), pages 1-27, February.
- Liu, Xiaodong & Saraiva, Paulo, 2015. "GMM estimation of SAR models with endogenous regressors," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 68-79.
- Jakub Olejnik & Alicja Olejnik, 2017. "Improved asymptotic analysis of Gaussian QML estimators in spatial models," Lodz Economics Working Papers 9/2017, University of Lodz, Faculty of Economics and Sociology.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022.
"Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1356-1378, November.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," CESifo Working Paper Series 9579, CESifo.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian Estimation of Multivariate Panel Probits with Higher-order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," Center for Policy Research Working Papers 247, Center for Policy Research, Maxwell School, Syracuse University.
- 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.
- Osman Dogan & Suleyman Taspinar, 2013. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers 1, City University of New York Graduate Center, Ph.D. Program in Economics.
- Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
- Qu, Xi & Lee, Lung-fei, 2015. "Estimating a spatial autoregressive model with an endogenous spatial weight matrix," Journal of Econometrics, Elsevier, vol. 184(2), pages 209-232.
- Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei, 2017. "Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 97-120.
- Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
- Huang, Danyang & Wang, Feifei & Zhu, Xuening & Wang, Hansheng, 2020. "Two-mode network autoregressive model for large-scale networks," Journal of Econometrics, Elsevier, vol. 216(1), pages 203-219.
- William C. Horrace & Hyunseok Jung & Shane Sanders, 2022.
"Network Competition and Team Chemistry in the NBA,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 35-49, January.
- William C. Horrace & Hyunseok Jung & Shane Sanders, 2020. "Network Competition and Team Chemistry in the NBA," Center for Policy Research Working Papers 226, Center for Policy Research, Maxwell School, Syracuse University.
- Gupta, Abhimanyu, 2023.
"Efficient closed-form estimation of large spatial autoregressions,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
- Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
- Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
- Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
- Zhao, Jiayang & Liu, Jie & Su, Yuting, 2024. "Consistent two-stage estimation in heterogeneous network autoregressive model," Statistics & Probability Letters, Elsevier, vol. 212(C).
- Hsieh, Chih-Sheng & Lin, Xu, 2017. "Gender and racial peer effects with endogenous network formation," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 135-147.
- Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019. "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 1-21.
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- Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2014. "Endogenous peer effects: local aggregate or local average?," Journal of Economic Behavior & Organization, Elsevier, vol. 103(C), pages 39-59.
- Osman Dogan, 2013. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term," Working Papers 2, City University of New York Graduate Center, Ph.D. Program in Economics.
- 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.
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- Zenou, Yves & Patacchini, Eleonora & Liu, Xiaodong, 2011.
"Peer Effects in Education, Sport, and Screen Activities: Local Aggregate or Local Average?,"
CEPR Discussion Papers
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- Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
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- Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017. "Estimation and model-based combination of causality networks," SAFE Working Paper Series 165, Leibniz Institute for Financial Research SAFE.
- Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
- Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series 407, Leibniz Institute for Financial Research SAFE.
- Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.
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