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Estimating a spatial autoregressive model with an endogenous spatial weight matrix
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- Lopera, Maria Adelaida & Marchand, Steeve, 2018.
"Peer effects and risk-taking among entrepreneurs: Lab-in-the-field evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 182-201.
- Steeve Marchand & Maria Adelaida Lopera, 2017. "Peer Effects and Risk-Taking Among Entrepreneurs: Lab-in-the-Field Evidence," Cahiers de recherche 1703, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Maria Adelaida Lopera & Steeve Marchand, 2017. "Peer effects and risk-taking among entrepreneurs: Lab-in-the-field evidence," Working Papers PIERI 2017-21, PEP-PIERI.
- 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.
- Angulo, Ana & Burridge, Peter & Mur, Jesús, 2018.
"Testing for breaks in the weighting matrix,"
Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 115-129.
- Ana Angulo & Peter Burridge & Jes�s Mur, 2017. "Testing for breaks in the weighting matrix," Documentos de Trabajo dt2017-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
- Wu, Maozhen & Zhang, Penglong, 2024. "Poverty alleviation and pollution reduction: Evidence from the poverty hat removal program in China," Structural Change and Economic Dynamics, Elsevier, vol. 70(C), pages 56-76.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020.
"Peer Effects in Networks: A Survey,"
Annual Review of Economics, Annual Reviews, vol. 12(1), pages 603-629, August.
- Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2019. "Peer Effects in Networks: a Survey," CEPR Discussion Papers 14260, C.E.P.R. Discussion Papers.
- Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2020. "Peer Effects in Networks: A Survey," IZA Discussion Papers 12947, Institute of Labor Economics (IZA).
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2019. "Peer Effects in Networks: a Survey," Working Papers halshs-02440709, HAL.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: a Survey," AMSE Working Papers 1936, Aix-Marseille School of Economics, France.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," CIRANO Working Papers 2020s-02, CIRANO.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," Post-Print hal-03072119, HAL.
- Áureo de Paula, 2015.
"Econometrics of network models,"
CeMMAP working papers
52/15, Institute for Fiscal Studies.
- Áureo de Paula, 2016. "Econometrics of network models," CeMMAP working papers 06/16, Institute for Fiscal Studies.
- Áureo de Paula, 2015. "Econometrics of network models," CeMMAP working papers CWP52/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Áureo de Paula, 2016. "Econometrics of network models," CeMMAP working papers CWP06/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Qin, Quande & Yu, Ying & Liu, Yuan & Zhou, Jianqing & Chen, Xiude, 2023. "Industrial agglomeration and energy efficiency: A new perspective from market integration," Energy Policy, Elsevier, vol. 183(C).
- Cheng, Wei & Lee, Lung-fei, 2017. "Testing endogeneity of spatial and social networks," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 81-97.
- Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
- Chen, Na & Jin, Xiu, 2023. "Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Tiziano Arduini & Alberto Bisin & Onur Özgür & Eleonora Patacchini, 2019.
"Dynamic Social Interactions and Health Risk Behavior,"
NBER Working Papers
26223, National Bureau of Economic Research, Inc.
- Patacchini, Eleonora & Bisin, Alberto, 2019. "Dynamic Social Interactions and Health Risk Behavior," CEPR Discussion Papers 13918, C.E.P.R. Discussion Papers.
- Boucher, Vincent, 2016.
"Conformism and self-selection in social networks,"
Journal of Public Economics, Elsevier, vol. 136(C), pages 30-44.
- Vincent Boucher, 2014. "Conformism and Self-Selection in Social Networks," Cahiers de recherche 1402, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Vincent Boucher, 2014. "Conformism and Self-Selection in Social Networks," Cahiers de recherche 1424, CIRPEE.
- HAMAGUCHI Nobuaki & KONDO Keisuke, 2022. "Spatial Gaps in Minimum Wages and Job Search of Young Workers," Discussion papers 22022, Research Institute of Economy, Trade and Industry (RIETI).
- Koranteng, Barbara & You, Kefei, 2024. "Fintech and financial stability: Evidence from spatial analysis for 25 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
- Dubey, Subodh & Sharma, Ishant & Mishra, Sabyasachee & Cats, Oded & Bansal, Prateek, 2022. "A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles," Transportation Research Part B: Methodological, Elsevier, vol. 165(C), pages 63-95.
- Marcos-Martinez, Raymundo & Measham, Thomas G. & Fleming-Muñoz, David A., 2019. "Economic impacts of early unconventional gas mining: Lessons from the coal seam gas industry in New South Wales, Australia," Energy Policy, Elsevier, vol. 125(C), pages 338-346.
- 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.
- Glass, Anthony J. & Kenjegaliev, Amangeldi & Kenjegalieva, Karligash, 2020. "Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes," European Journal of Operational Research, Elsevier, vol. 284(2), pages 693-711.
- Giuseppe Arbia & Anil K. Bera & Osman Doğan & Süleyman Taşpınar, 2020. "Testing Impact Measures in Spatial Autoregressive Models," International Regional Science Review, , vol. 43(1-2), pages 40-75, January.
- Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
- Sun, Yiguo, 2016. "Functional-coefficient spatial autoregressive models with nonparametric spatial weights," Journal of Econometrics, Elsevier, vol. 195(1), pages 134-153.
- Adriana Lleras-Muney & Matthew Miller & Shuyang Sheng & Veronica T. Sovero, 2020.
"Party On: The Labor Market Returns to Social Networks in Adolescence,"
NBER Working Papers
27337, National Bureau of Economic Research, Inc.
- Adriana Lleras-Muney & Matthew Miller & Shuyang Sheng & Veronica Sovero, 2022. "Party On: The Labor Market Returns to Social Networks in Adolescence," Papers 2210.09426, arXiv.org, revised Mar 2024.
- Rabovič, Renata & Čížek, Pavel, 2023.
"Estimation of spatial sample selection models: A partial maximum likelihood approach,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
- Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM 8a4b2e5d-6787-4685-8b9e-1, Tilburg University, School of Economics and Management.
- Rabovic, R. & Cizek, P., 2020. "Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach," Cambridge Working Papers in Economics 2012, Faculty of Economics, University of Cambridge.
- Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper 2016-013, Tilburg University, Center for Economic Research.
- Liu, Xiaodong & Prucha, Ingmar R., 2018. "A robust test for network generated dependence," Journal of Econometrics, Elsevier, vol. 207(1), pages 92-113.
- Shi, Wei & Lee, Lung-fei, 2018. "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 6-34.
- Borsky, Stefan & Kalkschmied, Katja, 2019.
"Corruption in space: A closer look at the world's subnations,"
European Journal of Political Economy, Elsevier, vol. 59(C), pages 400-422.
- Stefan Borsky & Katja Kalkschmied, 2018. "Corruption in space: A closer look at the world's subnations," Graz Economics Papers 2018-18, University of Graz, Department of Economics.
- Luo, Haizhi & Zhang, Yiwen & Gao, Xinyu & Liu, Zhengguang & Song, Xia & Meng, Xiangzhao & Yang, Xiaohu, 2024. "Unveiling land use-carbon Nexus: Spatial matrix-enhanced neural network for predicting commercial and residential carbon emissions," Energy, Elsevier, vol. 305(C).
- Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
- Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
- Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
- Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
- Hoshino, Tadao, 2022. "Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect," Journal of Econometrics, Elsevier, vol. 229(2), pages 263-275.
- Boucher, Vincent & Dedewanou, F. Antoine & Dufays, Arnaud, 2022.
"Peer-induced beliefs regarding college participation,"
Economics of Education Review, Elsevier, vol. 90(C).
- Vincent Boucher & Finagnon A. Dedewanou & Arnaud Dufays, 2018. "Peer-Induced Beliefs Regarding College Participation," Cahiers de recherche 1817, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Huyugüzel Kışla, Gül & Özlem Önder, A., 2018. "Spatial analysis of sovereign risks: The case of emerging markets," Finance Research Letters, Elsevier, vol. 26(C), pages 47-55.
- Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
- 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.
- Krisztin, Tamás, 2018. "Semi-parametric spatial autoregressive models in freight generation modeling," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 114(C), pages 121-143.
- Braun, Martin & Verdier, Valentin, 2023. "Estimation of spillover effects with matched data or longitudinal network data," Journal of Econometrics, Elsevier, vol. 233(2), pages 689-714.
- Diemer, Andreas, 2022. "Endogenous peer effects in diverse friendship networks: Evidence from Swedish classrooms," Economics of Education Review, Elsevier, vol. 89(C).
- Subodh Dubey & Ishant Sharma & Sabyasachee Mishra & Oded Cats & Prateek Bansal, 2021. "A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles," Papers 2109.06169, arXiv.org.
- Lina Zhang, 2020. "Spillovers of Program Benefits with Missing Network Links," Papers 2009.09614, arXiv.org, revised Aug 2024.
- Desbordes, Rodolphe, 2021. "Spatial dynamics of major infectious diseases outbreaks: A global empirical assessment," Journal of Mathematical Economics, Elsevier, vol. 93(C).
- Qu, Xi & Lee, Lung-fei & Yu, Jihai, 2017. "QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices," Journal of Econometrics, Elsevier, vol. 197(2), pages 173-201.
- Xiaowen Dai & Shidan Huang & Libin Jin & Maozai Tian, 2023. "Wild Bootstrap-Based Bias Correction for Spatial Quantile Panel Data Models with Varying Coefficients," Mathematics, MDPI, vol. 11(9), pages 1-16, April.
- Debarsy, Nicolas & Yang, Zhenlin, 2018. "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 1-5.
- Glass, Anthony J. & Kenjegalieva, Karligash & Douch, Mustapha, 2020. "Uncovering spatial productivity centers using asymmetric bidirectional spillovers," European Journal of Operational Research, Elsevier, vol. 285(2), pages 767-788.
- Kong, Wei & Yang, Kai, 2021. "Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix," Economics Letters, Elsevier, vol. 208(C).
- Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
- Heil, Thomas L.A. & Peter, Franziska J. & Prange, Philipp, 2022. "Measuring 25 years of global equity market co-movement using a time-varying spatial model," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Zhao, Jun & Jiang, Qingzhe & Dong, Xiucheng & Dong, Kangyin & Jiang, Hongdian, 2022. "How does industrial structure adjustment reduce CO2 emissions? Spatial and mediation effects analysis for China," Energy Economics, Elsevier, vol. 105(C).
- Solmaria Halleck Vega & J. Paul Elhorst, 2015. "The Slx Model," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 339-363, June.
- Dai, Lu & Zhang, Jiajun & Luo, Shougui, 2022. "Effective R&D capital and total factor productivity: Evidence using spatial panel data models," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
- Glass, Anthony J. & Kenjegalieva, Karligash, 2019. "A spatial productivity index in the presence of efficiency spillovers: Evidence for U.S. banks, 1992–2015," European Journal of Operational Research, Elsevier, vol. 273(3), pages 1165-1179.