Nonparametric spatial regression under near-epoch dependence
This paper establishes asymptotic normality and uniform consistency with convergence rates of the local linear estimator for spatial near-epoch dependent (NED) processes. The class of the NED spatial processes covers important spatial processes, including nonlinear autoregressive and infinite moving average random fields, which generally do not satisfy mixing conditions. Apart from accommodating a larger class of dependent processes, the proposed asymptotic theory allows for triangular arrays of heterogeneous random fields located on unevenly spaced lattices and sampled over regions of arbitrary configuration. All these features make the results applicable in a wide range of empirical settings.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jenish, Nazgul & Prucha, Ingmar R., 2009. "Central limit theorems and uniform laws of large numbers for arrays of random fields," Journal of Econometrics, Elsevier, vol. 150(1), pages 86-98, May.
- Marc Hallin & Zudi Lu & Lanh T. Tran, 2004. "Local linear spatial regression," ULB Institutional Repository 2013/2131, ULB -- Universite Libre de Bruxelles.
- Peter Robinson, 2011. "Asymptotic theory for nonparametric regression with spatial data," CeMMAP working papers CWP11/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Robinson, P.M., 2010. "Efficient estimation of the semiparametric spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 157(1), pages 6-17, July.
- Harry H. Kelejian & Ingmar R. Prucha, 2008.
"Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances,"
CESifo Working Paper Series
2448, CESifo Group Munich.
- Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
- Robinson, P.M., 2011. "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, vol. 165(1), pages 5-19.
- Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(03), pages 560-586, June.
- Lu, Zudi & Linton, Oliver, 2007. "Local Linear Fitting Under Near Epoch Dependence," Econometric Theory, Cambridge University Press, vol. 23(01), pages 37-70, February.
- P. M. Robinson, 2009. "Large-sample inference on spatial dependence," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S68-S82, 01.
- Lee, Lung-fei, 2007. "GMM and 2SLS estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 137(2), pages 489-514, April.
- Marc Hallin & Zudi Lu & Lanh T. Tran, 2004.
"Kernel density estimation for spatial processes: the L1 theory,"
ULB Institutional Repository
2013/2127, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Lu, Zudi & Tran, Lanh T., 2004. "Kernel density estimation for spatial processes: the L1 theory," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 61-75, January.
- Marc Hallin & Zudi Lu & Lanh T. Tran, 2001. "Density estimation for spatial linear processes," ULB Institutional Repository 2013/2109, ULB -- Universite Libre de Bruxelles.
- Chen, Xiaoheng & Conley, Timothy G., 2001. "A new semiparametric spatial model for panel time series," Journal of Econometrics, Elsevier, vol. 105(1), pages 59-83, November.
- Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
- Peter Robinson, 2008. "Developments in the analysis of spatial data," LSE Research Online Documents on Economics 25473, London School of Economics and Political Science, LSE Library.
- Lu, Zudi & Chen, Xing, 2004. "Spatial kernel regression estimation: weak consistency," Statistics & Probability Letters, Elsevier, vol. 68(2), pages 125-136, June.
When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:167:y:2012:i:1:p:224-239. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.