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Estimation of higher‐order spatial autoregressive cross‐section models with heteroscedastic disturbances

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Cited by:

  1. Zhenlin Yang, 2018. "Bootstrap LM tests for higher-order spatial effects in spatial linear regression models," Empirical Economics, Springer, vol. 55(1), pages 35-68, August.
  2. Anja Sebbesen & Harald Oberhofer, 2024. "The propagation of business expectations within the European Union," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1082-1103, September.
  3. Manta, Alexandra & Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2022. "Estimating social effects in a multilayered Linear-in-Means model with network data," Statistics & Probability Letters, Elsevier, vol. 183(C).
  4. Badinger, Harald & Egger, Peter, 2013. "Spacey Parents and Spacey Hosts in FDI," Department of Economics Working Paper Series 154, WU Vienna University of Economics and Business.
  5. Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2016. "The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models," Working Papers 16-002, Rice University, Department of Economics.
  6. Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
  7. Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2021. "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Journal of Econometrics, Elsevier, vol. 224(2), pages 245-270.
  8. Harald Badinger & Peter Egger, 2009. "Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models," CESifo Working Paper Series 2556, CESifo.
  9. 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.
  10. Nicolas Debarsy & James P Lesage, 2019. "Using Convex Combinations of Spatial Weights in Spatial Autoregressive Models," Post-Print halshs-03509810, HAL.
  11. Yu, Haijing & Shen, Shaowei & Han, Lei & Ouyang, Jian, 2024. "Spatiotemporal heterogeneities in the impact of the digital economy on carbon emission transfers in China," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
  12. Harald Badinger & Peter Egger, 2017. "Spacey Parents and Spacey Hosts in Foreign Direct Investment," Economica, London School of Economics and Political Science, vol. 84(335), pages 480-497, July.
  13. 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.
  14. Philipp Steinbrunner & Marina Di Giacomo & Wolfgang Nagl, 2026. "Trump digs votes: the role of Trump’s coal campaign in the 2016 presidential election," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 75(2), pages 1-66, June.
  15. Tizheng Li & Yuping Wang & Ke Fang, 2024. "A semiparametric dynamic higher-order spatial autoregressive model," Statistical Papers, Springer, vol. 65(2), pages 1085-1123, April.
  16. Bao, Yong, 2024. "Estimating spatial autoregressions under heteroskedasticity without searching for instruments," Regional Science and Urban Economics, Elsevier, vol. 106(C).
  17. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
  18. Harald Badinger, 2013. "Measuring the World Economy," The World Economy, Wiley Blackwell, vol. 36(1), pages 12-30, January.
  19. López-Hernández, Fernando A., 2013. "Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia," Economic Modelling, Elsevier, vol. 33(C), pages 270-279.
  20. Nicolas Debarsy & Julie Le Gallo, 2025. "Identification of Spatial Spillovers: Do's and Don'ts," Journal of Economic Surveys, Wiley Blackwell, vol. 39(5), pages 2152-2173, December.
  21. Marina Di Giacomo & Wolfgang Nagl & Philipp Steinbrunner, 2022. "Trump Digs Votes - The Effect of Trump's Coal Campaign on the Presidential Ballot in 2016," CESifo Working Paper Series 9817, CESifo.
  22. Koji Murayama & Jun Nagayasu, 2021. "Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory," Sustainability, MDPI, vol. 13(7), pages 1-16, March.
  23. Chakraborty, Suparna & Wang, Miao Grace & Wong, M. C. Sunny, 2025. "From globalization to glocalization: Cultural interdependence as a source of FDI motivation," Research in Economics, Elsevier, vol. 79(1).
  24. Koji Murayama & Jun Nagayasu & Lamia Bazzaoui, 2022. "Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration," Sustainability, MDPI, vol. 14(3), pages 1-31, February.
  25. Osman Dogan & Suleyman Taspinar, 2013. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers 1, City University of New York Graduate Center, Ph.D. Program in Economics.
  26. Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
  27. Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012. "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 211-220.
  28. Loïc Lévi & Jean Jacques Nowak & Sylvain Petit & Hakim Hammadou, 2022. "Industrial legacy and hotel pricing: An application of spatial hedonic pricing analysis in Nord-Pas-de-Calais, France," Tourism Economics, , vol. 28(4), pages 870-898, June.
  29. Gong, Pu & Weng, Yingliang, 2016. "Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 173-191.
  30. Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013. "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, vol. 44(2), pages 761-774, April.
  31. Liu, Shew Fan & Yang, Zhenlin, 2015. "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 50-70.
  32. Amjad Naveed & Nisar Ahmad, 2016. "Technology Spillovers and International Borders: A Spatial Econometric Analysis," Journal of Borderlands Studies, Taylor & Francis Journals, vol. 31(4), pages 441-461, October.
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