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Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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Cited by:

  1. Jenish, Nazgul, 2012. "Nonparametric spatial regression under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 167(1), pages 224-239.
  2. Peng Wang & Xiaoyan Lin & Dajun Dai, 2017. "Spatiotemporal Agglomeration of Real-Estate Industry in Guangzhou, China," Sustainability, MDPI, vol. 9(8), pages 1-15, August.
  3. 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.
  4. Prof. Dr. Walter Krämer & Dr. Christoph Hanck, "undated". "OLS-based estimation of the disturbance variance under spatial autocorrelation," Working Papers 7, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
  5. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
  6. Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020. "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers 2020-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  7. Stephen Gibbons & Henry G. Overman, 2012. "Mostly Pointless Spatial Econometrics?," Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 172-191, May.
  8. Samson Edo & Nneka Esther Osadolor & Isuwa Festus Dading, 2020. "Growing external debt and declining export: The concurrent impediments in economic growth of Sub-Saharan African countries," International Economics, CEPII research center, issue 161, pages 173-187.
  9. Silveira Santos, Luís & Proença, Isabel, 2019. "The inversion of the spatial lag operator in binary choice models: Fast computation and a closed formula approximation," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 74-102.
  10. David Drukker, 2009. "Introduction to spatial-autoregressive models using Stata," Italian Stata Users' Group Meetings 2009 05, Stata Users Group.
  11. de Paula, Aureo & Rasul, Imran & Souza, Pedro, 2018. "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," CEPR Discussion Papers 12792, C.E.P.R. Discussion Papers.
  12. Liqian Cai & Arnab Bhattacharjee & Roger Calantone & Taps Maiti, 2019. "Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 146-200, September.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Cem Ertur & Antonio Musolesi, 2017. "Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 477-503, April.
  18. Zhengyu Zhang & Pingfang Zhu, 2010. "A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 155-184, May.
  19. Sandy Fréret & Denis Maguain, 2017. "The effects of agglomeration on tax competition: evidence from a two-regime spatial panel model on French data," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(6), pages 1100-1140, December.
  20. Flavio Santi & Maria Michela Dickson & Diego Giuliani & Giuseppe Arbia & Giuseppe Espa, 2021. "Reduced-bias estimation of spatial autoregressive models with incompletely geocoded data," Computational Statistics, Springer, vol. 36(4), pages 2563-2590, December.
  21. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
  22. 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.
  23. Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 259-274.
  24. Zhou, Yiwei & Wang, Xiaokun & Holguín-Veras, José, 2016. "Discrete choice with spatial correlation: A spatial autoregressive binary probit model with endogenous weight matrix (SARBP-EWM)," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 440-455.
  25. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2021. "Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 18-44, January.
  26. Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018. "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers 1810.05855, arXiv.org.
  27. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Other publications TiSEM d63bf400-7ff2-4a1c-8067-1, Tilburg University, School of Economics and Management.
  28. Lin, Xu & Lee, Lung-fei, 2010. "GMM estimation of spatial autoregressive models with unknown heteroskedasticity," Journal of Econometrics, Elsevier, vol. 157(1), pages 34-52, July.
  29. Yong Bao & Xiaotian Liu & Lihong Yang, 2020. "Indirect Inference Estimation of Spatial Autoregressions," Econometrics, MDPI, vol. 8(3), pages 1-26, September.
  30. 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.
  31. Le Gallo, Julie & Fingleton, Bernard, 2012. "Measurement errors in a spatial context," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 114-125.
  32. Vicente Rios Ibañez, 2014. "What drives regional unemployment convergence?," ERSA conference papers ersa14p924, European Regional Science Association.
  33. Yang, Chao & Lee, Lung-fei, 2018. "Strategical interactions on municipal public safety spending with correlated private information," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 86-102.
  34. Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
  35. Luo, Guowang & Wu, Mixia & Pang, Zhen, 2022. "Estimation of spatial autoregressive models with covariate measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
  36. Marco Battaglini & Forrest W. Crawford & Eleonora Patacchini & Sida Peng, 2020. "A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers," NBER Working Papers 27557, National Bureau of Economic Research, Inc.
  37. 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.
  38. Robinson, Peter M. & Rossi, Francesca, 2012. "Improved tests for spatial correlation," MPRA Paper 41835, University Library of Munich, Germany.
  39. Adugna Lemi & Liyan Liu & Ian A. Wright, 2021. "Location choice determinants of Chinese and US firms in Africa: Does spatial interdependence play a role?," The World Economy, Wiley Blackwell, vol. 44(10), pages 2966-2997, October.
  40. Sanz-Córdoba, Patricia, 2020. "The role of infrastructure investment and factor productivity in international tax competition," Economic Modelling, Elsevier, vol. 85(C), pages 30-38.
  41. Yuping Hu & Siyu Wu & Sanying Feng & Junliang Jin, 2020. "Estimation in Partial Functional Linear Spatial Autoregressive Model," Mathematics, MDPI, vol. 8(10), pages 1-12, October.
  42. Kristian Behrens & Cem Ertur & Wilfried Koch, 2012. "‘Dual’ Gravity: Using Spatial Econometrics To Control For Multilateral Resistance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 773-794, August.
  43. Reuvers, Hanno & Wijler, Etienne, 2024. "Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data," Journal of Econometrics, Elsevier, vol. 239(1).
  44. 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.
  45. Grant Hillier & Federico Martellosio, 2013. "Properties of the maximum likelihood estimator in spatial autoregressive models," CeMMAP working papers 44/13, Institute for Fiscal Studies.
  46. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  47. 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.
  48. Raffaella Santolini, 2020. "Spatial effects on local government efficiency," Papers in Regional Science, Wiley Blackwell, vol. 99(1), pages 183-200, February.
  49. Carlos Castro & Juan S. Ordoñez & Sergio Preciado, 2016. "Network externalities across financial institutions," Documentos de Trabajo 14287, Universidad del Rosario.
  50. Yang, Zhenlin, 2010. "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
  51. 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.
  52. Lan Yi & Jianping Tao & Caifeng Tan & Zhongkun Zhu, 2019. "Avian Influenza, Public Opinion, and Risk Spillover: Measurement, Theory, and Evidence from China’s Broiler Market," Sustainability, MDPI, vol. 11(8), pages 1-44, April.
  53. Egger, Peter & Larch, Mario & Pfaffermayr, Michael & Walde, Janette, 2009. "Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors," Regional Science and Urban Economics, Elsevier, vol. 39(6), pages 670-678, November.
  54. Horrace, William C. & Liu, Xiaodong & Patacchini, Eleonora, 2016. "Endogenous network production functions with selectivity," Journal of Econometrics, Elsevier, vol. 190(2), pages 222-232.
  55. Ana Angulo & Peter Burridge & Jesus Mur, 2017. "Testing for a structural break in the weight matrix of the spatial error or spatial lag model," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(2-3), pages 161-181, July.
  56. Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2023. "Regional Productivity Network in the EU," CESifo Working Paper Series 10404, CESifo.
  57. Ashani Amarasinghe & Roland Hodler & Paul A. Raschky & Yves Zenou, 2018. "Spatial Diffusion of Economic Shocks in Networks," CESifo Working Paper Series 7001, CESifo.
  58. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015. "Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients," CESifo Working Paper Series 5428, CESifo.
  59. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
  60. Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  61. 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.
  62. Malikov, Emir & Sun, Yiguo, 2017. "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 199(1), pages 12-34.
  63. 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.
  64. Timothy G. Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2024. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 824-866.
  65. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
  66. Gao, Min & Yang, Wenzhi & Wu, Shipeng & Yu, Wei, 2022. "Asymptotic normality of residual density estimator in stationary and explosive autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
  67. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
  68. Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada [Fundamentals of Applied Spatial Econometrics]," MPRA Paper 80871, University Library of Munich, Germany.
  69. Leopoldo Catania & Anna Gloria Billé, 2017. "Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1178-1196, September.
  70. 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.
  71. Deeken, Tim, 2015. "Knowledge spillovers: On the impact of genetic distance and data revisions," Working Paper Series in Economics 74, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  72. Sebastian Langer, 2019. "Expenditure interactions between municipalities and the role of agglomeration forces: a spatial analysis for North Rhine-Westphalia," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(3), pages 497-527, June.
  73. Firgo, Matthias & Pennerstorfer, Dieter & Weiss, Christoph R., 2015. "Centrality and pricing in spatially differentiated markets: The case of gasoline," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 81-90.
  74. Peter M. Robinson & Francesca Rossi, 2014. "Improved Lagrange multiplier tests in spatial autoregressions," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 139-164, February.
  75. Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
  76. 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).
  77. Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 269-310, October.
  78. 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.
  79. 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.
  80. 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.
  81. Harald Badinger & Peter Egger, 2008. "Horizontal versus Vertical Interdependence in Multinational Activity," CESifo Working Paper Series 2327, CESifo.
  82. Gupta, Abhimanyu & Kokas, Sotirios & Michaelides, Alexander & Minetti, Raoul, 2023. "Networks and Information in Credit Markets," Working Papers 2023-1, Michigan State University, Department of Economics.
  83. 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.
  84. M.A.C. Kattenberg & W.H.J. Hassink, 2015. "Does social housing hinder the development of a high-skilled labor force?," Working Papers 15-11, Utrecht School of Economics.
  85. Borck, Rainald & Fossen, Frank M. & Freier, Ronny & Martin, Thorsten, 2015. "Race to the debt trap? — Spatial econometric evidence on debt in German municipalities," Regional Science and Urban Economics, Elsevier, vol. 53(C), pages 20-37.
  86. Frank M. Fossen & Thorsten Martin, 2016. "Entrepreneurial Spillovers over Space and Time," Discussion Papers of DIW Berlin 1618, DIW Berlin, German Institute for Economic Research.
  87. Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September.
  88. Fei Jin & Lung-fei Lee, 2013. "Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments," Econometrics, MDPI, vol. 1(1), pages 1-44, May.
  89. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
  90. Peter Robinson, 2008. "Large-sample inference on spatial dependence," CeMMAP working papers CWP29/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  91. Rossi, Francesca & Robinson, Peter M., 2023. "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 244-269.
  92. 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.
  93. Katharina Schone & Wilfried Koch & Catherine Baumont, 2013. "Modeling local growth control decisions in a multi-city case: Do spatial interactions and lobbying efforts matter?," Public Choice, Springer, vol. 154(1), pages 95-117, January.
  94. Anna Gloria Billé & Samantha Leorato, 2017. "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series BEMPS44, Faculty of Economics and Management at the Free University of Bozen.
  95. Smirnov, Oleg A. & Anselin, Luc E., 2009. "An O(N) parallel method of computing the Log-Jacobian of the variable transformation for models with spatial interaction on a lattice," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2980-2988, June.
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  97. 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.
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  100. Stephen G. Hall & George S. Tavlas & Deborah Gefang, 2023. "A test to select between spatial weighting matrices," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-10, December.
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  106. Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
  107. Ke Wang & Dehui Wang, 2024. "Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors," Statistical Papers, Springer, vol. 65(7), pages 4201-4241, September.
  108. Federico Martellosio, 2020. "Non-Identifiability in Network Autoregressions," Papers 2011.11084, arXiv.org, revised Jun 2022.
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  114. 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.
  115. Mohamed-Salem Ahmed & Lionel Cucala & Michaël Genin, 2021. "Spatial autoregressive models for scan statistic," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-20, December.
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  120. Debarsy, Nicolas & Ertur, Cem, 2010. "Testing for spatial autocorrelation in a fixed effects panel data model," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 453-470, November.
  121. Philipp Otto, 2022. "A Multivariate Spatial and Spatiotemporal ARCH Model," Papers 2204.12472, arXiv.org.
  122. Ren, Yimeng & Li, Zhe & Zhu, Xuening & Gao, Yuan & Wang, Hansheng, 2024. "Distributed estimation and inference for spatial autoregression model with large scale networks," Journal of Econometrics, Elsevier, vol. 238(2).
  123. Grant Hillier & Federico Martellosio, 2013. "Properties of the maximum likelihood estimator in spatial autoregressive models," CeMMAP working papers CWP44/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  124. Aparna Sengupta, 2017. "Testing for a Structural Break in a Spatial Panel Model," Econometrics, MDPI, vol. 5(1), pages 1-17, March.
  125. 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.
  126. Alex Centeno, 2022. "A Structural Model for Detecting Communities in Networks," Papers 2209.08380, arXiv.org, revised Oct 2022.
  127. Goldmann, Kathrin & Wessel, Jan, 2020. "TEN-T corridors – Stairway to heaven or highway to hell?," Transportation Research Part A: Policy and Practice, Elsevier, vol. 137(C), pages 240-258.
  128. 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.
  129. Heather D. Gibson & Stephen G. Hall & Deborah Gefang & Pavlos Petroulas & George S. Tavlas, 2020. "Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?," Working Papers 281, Bank of Greece.
  130. Kojevnikov, Denis & Marmer, Vadim & Song, Kyungchul, 2021. "Limit theorems for network dependent random variables," Journal of Econometrics, Elsevier, vol. 222(2), pages 882-908.
  131. repec:jss:jstsof:35:i01 is not listed on IDEAS
  132. Badi H. Baltagi & Zhenlin Yang, 2013. "Standardized LM tests for spatial error dependence in linear or panel regressions," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 103-134, February.
  133. Liu, Xiaodong, 2017. "Identification of peer effects via a root estimator," Economics Letters, Elsevier, vol. 156(C), pages 168-171.
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  427. Hanno Reuvers & Etienne Wijler, 2021. "Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data," Papers 2108.02864, arXiv.org, revised Dec 2021.
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