Modified whittle estimation of multilateral spatial models
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References listed on IDEAS
- Robinson, Peter M, 1988. "The Stochastic Difference between Econometric Statistics," Econometrica, Econometric Society, vol. 56(3), pages 531-548, May.
- Hannan, E. J. & Dunsmuir, W. T. M. & Deistler, M., 1980. "Estimation of vector ARMAX models," Journal of Multivariate Analysis, Elsevier, vol. 10(3), pages 275-295, September.
- Korezlioglu, Hayri & Loubaton, Philippe, 1986. "Spectral factorization of wide sense stationary processes on 2," Journal of Multivariate Analysis, Elsevier, vol. 19(1), pages 24-47, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Conley, Timothy G. & Molinari, Francesca, 2005. "Spatial Correlation Robust Inference with Errors in Location or Distance," Working Papers 05-12, Cornell University, Center for Analytic Economics.
- Timothy Conley & Francesca Molinari, 2005. "Spatial correlation robust inference with Errors in Location or Distance," CeMMAP working papers CWP10/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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KeywordsSpatial data; multilateral models; Whittle estimation;
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