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An empirical likelihood method for spatial regression

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  • Daniel Nordman

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  • Daniel Nordman, 2008. "An empirical likelihood method for spatial regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 351-363, November.
    • Handle: RePEc:spr:metrik:v:68:y:2008:i:3:p:351-363
    DOI: 10.1007/s00184-007-0167-y
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    References listed on IDEAS

    as
    1. Zhang, Junjian, 2006. "Empirical likelihood for NA series," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 153-160, January.
    2. Francesco Bravo, 2002. "Testing linear restrictions in linear models with empirical likelihood," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 104-130, June.
    3. Yoon Dong Lee & Soumendra N. Lahiri, 2002. "Least squares variogram fitting by spatial subsampling," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 837-854, October.
    4. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
    5. Lin, Lu & Zhang, Runchu, 2001. "Blockwise empirical Euclidean likelihood for weakly dependent processes," Statistics & Probability Letters, Elsevier, vol. 53(2), pages 143-152, June.
    6. Hall, Peter & Horowitz, Joel L, 1996. "Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators," Econometrica, Econometric Society, vol. 64(4), pages 891-916, July.
    7. Bravo, Francesco, 2004. "Empirical Likelihood Based Inference With Applications To Some Econometric Models," Econometric Theory, Cambridge University Press, vol. 20(2), pages 231-264, April.
    8. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, March.
    9. Bradley, Richard C., 1989. "A caution on mixing conditions for random fields," Statistics & Probability Letters, Elsevier, vol. 8(5), pages 489-491, October.
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    Cited by:

    1. Yongsong Qin & Qingzhu Lei, 2021. "Empirical Likelihood for Mixed Regressive, Spatial Autoregressive Model Based on GMM," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 353-378, February.
    2. Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.

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