IDEAS home Printed from https://ideas.repec.org/r/eee/econom/v167y2012i2p543-560.html
   My bibliography  Save this item

Semiparametric GMM estimation of spatial autoregressive models

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Jianbao Chen & Suli Cheng, 2021. "GMM Estimation of a Partially Linear Additive Spatial Error Model," Mathematics, MDPI, vol. 9(6), pages 1-28, March.
  2. 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.
  3. Luo, Guowang & Wu, Mixia & Pang, Zhen, 2022. "Estimation of spatial autoregressive models with covariate measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
  4. Sanying Feng & Tiejun Tong & Sung Nok Chiu, 2023. "Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model," Mathematics, MDPI, vol. 11(22), pages 1-19, November.
  5. 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.
  6. Hou, Zhezhi & Zhao, Shunan & Kumbhakar, Subal C., 2023. "The GMM estimation of semiparametric spatial stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1450-1464.
  7. Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús, 2014. "Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 229-245.
  8. Yan-Yong Zhao & Ling-Ling Ge & Yuan Liu, 2025. "Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors," Statistical Papers, Springer, vol. 66(1), pages 1-37, February.
  9. Gao, Zhaoxing & Ma, Yingying & Wang, Hansheng & Yao, Qiwei, 2019. "Banded spatio-temporal autoregressions," Journal of Econometrics, Elsevier, vol. 208(1), pages 211-230.
  10. 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.
  11. DUo Qin & Yimeng Liu, 2013. "Modelling Scale Effect in Crosssection Data:The Case of Hedonic Price Regression," Working Papers 184, Department of Economics, SOAS University of London, UK.
  12. Alberto Gude & Inmaculada Álvarez & Luis Orea, 2018. "Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 50(3), pages 155-173, December.
  13. Bogui Li & Jianbao Chen & Shuangshuang Li, 2023. "Estimation of Fixed Effects Partially Linear Varying Coefficient Panel Data Regression Model with Nonseparable Space-Time Filters," Mathematics, MDPI, vol. 11(6), pages 1-24, March.
  14. James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
  15. 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.
  16. Qiong Pang & Xijian Hu, 2024. "INLA Estimation of Semi-Variable Coefficient Spatial Lag Model—Analysis of PM2.5 Influencing Factors in the Context of Urbanization in China," Mathematics, MDPI, vol. 12(7), pages 1-24, March.
  17. Tadao Hoshino, 2018. "Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 160-172, January.
  18. Xuan Liang & Jiti Gao & Xiaodong Gong, 2022. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1784-1802, October.
  19. Sun, Yiguo, 2016. "Functional-coefficient spatial autoregressive models with nonparametric spatial weights," Journal of Econometrics, Elsevier, vol. 195(1), pages 134-153.
  20. 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.
  21. Hongjie Wei & Yan Sun, 2017. "Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(1), pages 113-128, January.
  22. Suli Cheng & Jianbao Chen, 2021. "Estimation of partially linear single-index spatial autoregressive model," Statistical Papers, Springer, vol. 62(1), pages 495-531, February.
  23. Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2015. "Parametric and Semiparametric IV Estimation of Network Models with Selectivity," EIEF Working Papers Series 1509, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
  24. Yunquan Song & Hang Su & Minmin Zhan, 2024. "Local Walsh-average-based Estimation and Variable Selection for Spatial Single-index Autoregressive Models," Networks and Spatial Economics, Springer, vol. 24(2), pages 313-339, June.
  25. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
  26. Ma, Yingying & Guo, Shaojun & Wang, Hansheng, 2023. "Sparse spatio-temporal autoregressions by profiling and bagging," Journal of Econometrics, Elsevier, vol. 232(1), pages 132-147.
  27. Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
  28. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  29. Zhang Yuanqing, 2014. "Estimation of Partially Specified Spatial Autoregressive Model," Journal of Systems Science and Information, De Gruyter, vol. 2(3), pages 226-235, June.
  30. Zhengyu Zhang, 2013. "A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(2), pages 176-194, June.
  31. Kien C. Tran & Mike G. Tsionas, 2023. "Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-28, December.
  32. Sun, Yan, 2017. "Estimation of single-index model with spatial interaction," Regional Science and Urban Economics, Elsevier, vol. 62(C), pages 36-45.
  33. Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
  34. Bing Su & Fukang Zhu & Ke Zhu, 2023. "Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables," Papers 2301.06658, arXiv.org.
  35. Guo Shuang & Wei Chuanhua, 2015. "Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models," Journal of Systems Science and Information, De Gruyter, vol. 3(6), pages 561-567, December.
  36. Sun, Yiguo & Malikov, Emir, 2018. "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 203(2), pages 359-378.
  37. Xuan Liang & Jiti Gao & Xiaodong Gong, 2019. "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 26/19, Monash University, Department of Econometrics and Business Statistics.
  38. Yuxue Sheng & James Paul LeSage, 2021. "Interpreting spatial regression models with multiplicative interaction explanatory variables," Journal of Geographical Systems, Springer, vol. 23(3), pages 333-360, July.
  39. Roberto Basile, 2014. "Regional productivity growth in Europe: a Schumpeterian perspective," Gecomplexity Discussion Paper Series 1, Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation", revised Nov 2014.
  40. Fang Lu & Jing Yang & Xuewen Lu, 2022. "One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data," Empirical Economics, Springer, vol. 62(6), pages 2645-2671, June.
  41. Wei, Chuanhua & Guo, Shuang & Zhai, Shufen, 2017. "Statistical inference of partially linear varying coefficient spatial autoregressive models," Economic Modelling, Elsevier, vol. 64(C), pages 553-559.
  42. Kunming Li & Liting Fang & Tao Lu, 2019. "Bayesian panel smooth transition model with spatial correlation," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-12, March.
  43. Cheng, Suli & Chen, Jianbao, 2023. "GMM estimation of partially linear additive spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
  44. Zhang, Yuanqing & Sun, Yanqing, 2015. "Estimation of partially specified dynamic spatial panel data models with fixed-effects," Regional Science and Urban Economics, Elsevier, vol. 51(C), pages 37-46.
  45. Liu, Yu & Zhuang, Xiaoyang, 2023. "Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects," Statistics & Probability Letters, Elsevier, vol. 194(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.