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Citations for "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models"

by Lung-Fei Lee

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  1. Jenish, Nazgul, 2012. "Nonparametric spatial regression under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 167(1), pages 224-239.
  2. Smirnov, Oleg A. & Egan, Kevin J., 2012. "Spatial random utility model with an application to recreation demand," Economic Modelling, Elsevier, vol. 29(1), pages 72-78.
  3. J. Paul Elhorst & Katarina Zigova, 2011. "Evidence of Competition in Research Activity among Economic Department using Spatial Econometric Techniques," Working Paper Series of the Department of Economics, University of Konstanz 2011-04, Department of Economics, University of Konstanz.
  4. Heijnen, P. & Samarina, A.. & Jacobs, J.P.A.M. & Elhorst, J.P., 2013. "State transfers at different moments in time," Research Report 13006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  5. Borck, Rainald & Fossen, Frank M. & Freier, Ronny & Martin, Thorsten, 2015. "Race to the debt trap? — Spatial econometric evidence on debt in German municipalities," Regional Science and Urban Economics, Elsevier, vol. 53(C), pages 20-37.
  6. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
  7. Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
  8. David Drukker, 2009. "Introduction to spatial-autoregressive models using Stata," Italian Stata Users' Group Meetings 2009 05, Stata Users Group.
  9. Kristian Behrens & Cem Ertur & Wilfried Koch, 2012. "‘Dual’ Gravity: Using Spatial Econometrics To Control For Multilateral Resistance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 773-794, 08.
  10. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Development Economics Working Papers 22487, East Asian Bureau of Economic Research.
  11. Baltagi, Badi H. & Liu, Long, 2010. "Spurious spatial regression with equal weights," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1640-1642, November.
  12. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, 01.
  13. Cem ERTUR & Antonio MUSOLESI, 2013. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," LEO Working Papers / DR LEO 1961, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  14. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
  15. Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
  16. Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 259-274.
  17. Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
  18. Zhou, Yiwei & Wang, Xiaokun & Holguín-Veras, José, 2016. "Discrete choice with spatial correlation: A spatial autoregressive binary probit model with endogenous weight matrix (SARBP-EWM)," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 440-455.
  19. Kristian Behrens & Frédéric Robert-Nicoud, 2008. "Survival of the fittest in cities: agglomeration, selection, and polarisation," LSE Research Online Documents on Economics 28506, London School of Economics and Political Science, LSE Library.
  20. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
  21. Yu, Dalei & Bai, Peng & Ding, Chang, 2015. "Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias," Computational Statistics & Data Analysis, Elsevier, vol. 87(C), pages 116-135.
  22. Le Gallo, Julie & Fingleton, Bernard, 2012. "Measurement errors in a spatial context," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 114-125.
  23. Vicente Rios Ibañez, 2014. "What drives regional unemployment convergence?," ERSA conference papers ersa14p924, European Regional Science Association.
  24. Badi H. Baltagi & Chihwa Kao & Long Liu, 2013. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 241-270, September.
  25. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  26. Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
  27. Jungyoon Lee & Peter M Robinson, 2013. "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series 570, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  28. Pinkse, Joris & Shen, Lihong & Slade, Margaret, 2007. "A central limit theorem for endogenous locations and complex spatial interactions," Journal of Econometrics, Elsevier, vol. 140(1), pages 215-225, September.
  29. Robinson, Peter M. & Rossi, Francesca, 2012. "Improved tests for spatial correlation," MPRA Paper 41835, University Library of Munich, Germany.
  30. Li Dong & Le Canh, 2010. "Nonlinearity and Spatial Lag Dependence: Tests Based on Double-Length Regressions," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-18, June.
  31. Guy Tchuente, 2016. "Estimation of social interaction models using regularization," Studies in Economics 1607, School of Economics, University of Kent.
  32. Katharina Schone & Wilfried Koch & Catherine Baumont, 2013. "Modeling local growth control decisions in a multi-city case: Do spatial interactions and lobbying efforts matter?," Public Choice, Springer, vol. 154(1), pages 95-117, January.
  33. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  34. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  35. Pesaran, M. Hashem & Tosetti, Elisa, 2011. "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
  36. Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015. "Spatial Methods," Handbook of Regional and Urban Economics, Elsevier.
  37. Carlos Castro & Juan S. Ordoñez & Sergio Preciado, 2016. "Network externalities across financial institutions," DOCUMENTOS DE TRABAJO 014287, UNIVERSIDAD DEL ROSARIO.
  38. repec:rri:wpaper:201302 is not listed on IDEAS
  39. Yang, Zhenlin, 2010. "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
  40. Baltagi, Badi H. & Liu, Long, 2009. "Spatial lag test with equal weights," Economics Letters, Elsevier, vol. 104(2), pages 81-82, August.
  41. Egger, Peter & Larch, Mario & Pfaffermayr, Michael & Walde, Janette, 2009. "Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors," Regional Science and Urban Economics, Elsevier, vol. 39(6), pages 670-678, November.
  42. Horrace, William C. & Liu, Xiaodong & Patacchini, Eleonora, 2016. "Endogenous network production functions with selectivity," Journal of Econometrics, Elsevier, vol. 190(2), pages 222-232.
  43. 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.
  44. Ariane Amin & Johanna Choumert, 2015. "Development and biodiversity conservation in Sub-Saharan Africa: A spatial analysis," Economics Bulletin, AccessEcon, vol. 35(1), pages 729-744.
  45. Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  46. Jolejole-Foreman, Maria Christina & Mallory, Mindy L. & Baylis, Katherine R., 2013. "Impact of Wheat and Rice Export Ban on Indian Market Integration," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150595, Agricultural and Applied Economics Association.
  47. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
  48. Hao, Yu & Liu, Yiming & Weng, Jia-Hsi & Gao, Yixuan, 2016. "Does the Environmental Kuznets Curve for coal consumption in China exist? New evidence from spatial econometric analysis," Energy, Elsevier, vol. 114(C), pages 1214-1223.
  49. Malikov, Emir & Sun, Yiguo, 2017. "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 199(1), pages 12-34.
  50. Peter M Robinson, 2009. "Correlation Testing in Time Series, SpatialandCross-Sectional Data," STICERD - Econometrics Paper Series 530, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  51. Timothy Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," NBER Working Papers 21418, National Bureau of Economic Research, Inc.
  52. Li, Mengyuan & Yu, Dalei & Bai, Peng, 2013. "A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 568-572.
  53. Miguel A. Delgado & Peter M Robinson, 2013. "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series 568, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  54. S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
  55. Debarsy, Nicolas & Jin, Fei & Lee, Lung-fei, 2015. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Journal of Econometrics, Elsevier, vol. 188(1), pages 1-21.
  56. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
  57. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
  58. Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada
    [Fundamentals of Applied Spatial Econometrics]
    ," MPRA Paper 80871, University Library of Munich, Germany.
  59. repec:gam:jecnmx:v:4:y:2016:i:1:p:6:d:63356 is not listed on IDEAS
  60. Leopoldo Catania & Anna Gloria Bill\'e, 2016. "Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Papers 1602.02542, arXiv.org, revised Nov 2016.
  61. Mynbaev, Kairat T. & Ullah, Aman, 2008. "Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 245-277, February.
  62. Shang, Qingyan & Poon, Jessie P.H. & Yue, Qingtang, 2012. "The role of regional knowledge spillovers on China's innovation," China Economic Review, Elsevier, vol. 23(4), pages 1164-1175.
  63. Deeken, Tim, 2015. "Knowledge spillovers: On the impact of genetic distance and data revisions," Working Paper Series in Economics 74, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  64. Firgo, Matthias & Pennerstorfer, Dieter & Weiss, Christoph R., 2015. "Centrality and pricing in spatially differentiated markets: The case of gasoline," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 81-90.
  65. Peter M. Robinson & Francesca Rossi, 2014. "Improved Lagrange multiplier tests in spatial autoregressions," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 139-164, 02.
  66. Robinson, Peter M. & Rossi, Francesca, 2015. "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," Journal of Econometrics, Elsevier, vol. 189(2), pages 447-456.
  67. Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 269-310, October.
  68. Liu, Xiaodong & Lee, Lung-fei & Bollinger, Christopher R., 2010. "An efficient GMM estimator of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 159(2), pages 303-319, December.
  69. Iglesias, Emma M. & Phillips, Garry D.A., 2008. "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May.
  70. Sun, Yan, 2017. "Estimation of single-index model with spatial interaction," Regional Science and Urban Economics, Elsevier, vol. 62(C), pages 36-45.
  71. Harald Badinger & Peter Egger, 2008. "Horizontal versus Vertical Interdependence in Multinational Activity," CESifo Working Paper Series 2327, CESifo Group Munich.
  72. Yang, Kai & Lee, Lung-fei, 2017. "Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 196(1), pages 196-214.
  73. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-36, May.
  74. M.A.C. Kattenberg & W.H.J. Hassink, 2015. "Does social housing hinder the development of a high-skilled labor force?," Working Papers 15-11, Utrecht School of Economics.
  75. Frank M. Fossen & Thorsten Martin, 2016. "Entrepreneurial Spillovers over Space and Time," Discussion Papers of DIW Berlin 1618, DIW Berlin, German Institute for Economic Research.
  76. Baltagi, Badi H. & Yang, Zhenlin, 2013. "Heteroskedasticity and non-normality robust LM tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 725-739.
  77. 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.
  78. DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016. "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," CORE Discussion Papers 2016053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  79. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-16, February.
  80. Wang, Shoukun, 2016. "China's interregional capital mobility: A spatial econometric estimation," China Economic Review, Elsevier, vol. 41(C), pages 114-128.
  81. Peter Robinson, 2008. "Large-sample inference on spatial dependence," CeMMAP working papers CWP29/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  82. Terra, Rafael & Mattos, Enlinson, 2017. "Accountability and yardstick competition in the public provision of education," Journal of Urban Economics, Elsevier, vol. 99(C), pages 15-30.
  83. repec:dgr:rugsom:13006-eef is not listed on IDEAS
  84. Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
  85. Smirnov, Oleg A. & Anselin, Luc E., 2009. "An O(N) parallel method of computing the Log-Jacobian of the variable transformation for models with spatial interaction on a lattice," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2980-2988, June.
  86. Debarsy, Nicolas & Ertur, Cem, 2010. "Testing for spatial autocorrelation in a fixed effects panel data model," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 453-470, November.
  87. Lung-fei Lee & Jihai Yu, 2012. "The C(α)-type gradient test for spatial dependence in spatial autoregressive models," Letters in Spatial and Resource Sciences, Springer, vol. 5(3), pages 119-135, October.
  88. Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
  89. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015. "Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients," Working Papers 749, Queen Mary University of London, School of Economics and Finance.
  90. Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2013. "A Generalized Spatial Panel Data Model with Random Effects," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 650-685, August.
  91. Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
  92. Peter M Robinson, 2009. "Developments in the Analysis of Spatial Data," STICERD - Econometrics Paper Series 531, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  93. Behrens, Kristian & Thisse, Jacques-Francois, 2007. "Regional economics: A new economic geography perspective," Regional Science and Urban Economics, Elsevier, vol. 37(4), pages 457-465, July.
  94. Théophile Azomahou, 2008. "Minimum distance estimation of the spatial panel autoregressive model," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 2(1), pages 49-83, April.
  95. Lee, Lung-fei, 2007. "The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 140(1), pages 155-189, September.
  96. Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014. "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 101(C), pages 78-102.
  97. Grant Hillier & Federico Martellosio, 2013. "Properties of the maximum likelihood estimator in spatial autoregressive models," CeMMAP working papers CWP44/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  98. Aparna Sengupta, 2017. "Testing for a Structural Break in a Spatial Panel Model," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-17, March.
  99. Jungyoon Lee & Peter M. Robinson, 2013. "Series estimation under cross-sectional dependence," LSE Research Online Documents on Economics 58188, London School of Economics and Political Science, LSE Library.
  100. Gianfranco Piras & Paolo Postiglione & Patricio Aroca, 2012. "Specialization, R&D and productivity growth: evidence from EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 35-51, August.
  101. Kelejian, Harry H. & Piras, Gianfranco, 2014. "Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 140-149.
  102. Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
  103. Badi H. Baltagi & Zhenlin Yang, 2013. "Standardized LM tests for spatial error dependence in linear or panel regressions," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 103-134, 02.
  104. repec:eee:ecolet:v:156:y:2017:i:c:p:168-171 is not listed on IDEAS
  105. Hanck, Christoph & Krämer, Walter, 2011. "The exact bias of s2 in linear panel regressions with spatial autocorrelation," Economics Letters, Elsevier, vol. 110(1), pages 67-70, January.
  106. Deeken, Tim, 2015. "Schumpeterian growth with technological interdependence: An application to US states," Working Paper Series in Economics 75, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  107. Stephen Matthews & Daniel M. Parker, 2013. "Progress in Spatial Demography," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 28(10), pages 271-312, February.
  108. Kelejian, Harry H. & Murrell, Peter & Shepotylo, Oleksandr, 2013. "Spatial spillovers in the development of institutions," Journal of Development Economics, Elsevier, vol. 101(C), pages 297-315.
  109. Daniel Arribas-Bel & Julia Koschinsky & Pedro Amaral, 2012. "Improving the multi-dimensional comparison of simulation results: a spatial visualization approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(2), pages 55-63, July.
  110. Peter M. Robinson, 2007. "Efficient estimation of the semiparametric spatial autoregressive model," LSE Research Online Documents on Economics 4535, London School of Economics and Political Science, LSE Library.
  111. Mynbaev, Kairat T., 2010. "Asymptotic distribution of the OLS estimator for a mixed spatial model," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 733-748, March.
  112. Peter M Robinson, 2009. "Large-Sample Inference on SpatialDependence," STICERD - Econometrics Paper Series 533, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  113. Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016. "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 52-72.
  114. 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.
  115. Juan Jung, 2012. "Externalities and Absorptive Capacity in a context of Spatial Dependence: The case of European Regions," Documentos de Trabajo (working papers) 2212, Department of Economics - dECON.
  116. Robinson, P.M., 2010. "Efficient estimation of the semiparametric spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 157(1), pages 6-17, July.
  117. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Discussion Paper 2013-061, Tilburg University, Center for Economic Research.
  118. Wang, Luya & Li, Kunpeng & Wang, Zhengwei, 2014. "Quasi maximum likelihood estimation for simultaneous spatial autoregressive models," MPRA Paper 59901, University Library of Munich, Germany.
  119. Seya, Hajime & Yamagata, Yoshiki & Tsutsumi, Morito, 2013. "Automatic selection of a spatial weight matrix in spatial econometrics: Application to a spatial hedonic approach," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 429-444.
  120. Supachoke Thawornkaiwong & Bodin Civilize & Thiti Khatphitthaya, 2011. "Growth Management for Thailand: the Role of Infratructure," Working Papers 2011-05, Monetary Policy Group, Bank of Thailand.
  121. Jörg Breitung & Christoph Wigger, 2017. "Alternative GMM estimators for spatial regression models," Working Paper Series in Economics 89, University of Cologne, Department of Economics.
  122. Kelley Pace, R. & LeSage, James P., 2008. "A spatial Hausman test," Economics Letters, Elsevier, vol. 101(3), pages 282-284, December.
  123. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 15619, University of Essex, Department of Economics.
  124. Kotyrlo, Elena, 2016. "Space-time dynamics of fertility and commuting," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 41, pages 78-95.
  125. Peter Robinson, 2008. "Large-sample inference on spatial dependence," LSE Research Online Documents on Economics 25472, London School of Economics and Political Science, LSE Library.
  126. Guo, Penghui & Liu, Lihu, 2011. "Robust Test for Spatial Error Model:Considering Changes of Spatial Layouts and Distribution Misspecification," MPRA Paper 38050, University Library of Munich, Germany, revised Apr 2012.
  127. Lee, Jungyoon & Robinson, Peter M., 2016. "Series estimation under cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 190(1), pages 1-17.
  128. Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-27, February.
  129. Cem Ertur & Antonio Musolesi, 2014. "Dépendance individuelle forte et faible : une analyse en données de panel de la diffusion internationale de la technologie," Working Papers halshs-01015208, HAL.
  130. Liu, Xiaodong & Saraiva, Paulo, 2015. "GMM estimation of SAR models with endogenous regressors," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 68-79.
  131. Edoardo Rainone, 2015. "Price transmission in the unsecured money market," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
  132. repec:esx:essedp:735 is not listed on IDEAS
  133. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
  134. repec:cep:stiecm:/2013/570 is not listed on IDEAS
  135. Jin, Fei & Lee, Lung-fei, 2012. "Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 446-458.
  136. Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013. "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, vol. 172(1), pages 77-89.
  137. Cem ERTUR & Wilfried KOCH, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," LEO Working Papers / DR LEO 160, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  138. repec:asg:wpaper:1013 is not listed on IDEAS
  139. repec:eee:ecmode:v:64:y:2017:i:c:p:553-559 is not listed on IDEAS
  140. Cem Ertur & Wilfried Koch, 2011. "A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions," Journal of Economic Growth, Springer, vol. 16(3), pages 215-255, September.
  141. Harald Badinger & Peter Egger, 2008. "Intra- and Inter-Industry Productivity Spillovers in OECD Manufacturing: A Spatial Econometric Perspective," CESifo Working Paper Series 2181, CESifo Group Munich.
  142. Paul Elhorst & Solmaria Halleck Vega, 2013. "On spatial econometric models, spillover effects, and W," ERSA conference papers ersa13p222, European Regional Science Association.
  143. Harald Badinger & Peter Egger, 2008. "GM Estimation of Higher-Order Spatial Autoregressive Processes in Cross-Section Models with Heteroskedastic Disturbances," CESifo Working Paper Series 2356, CESifo Group Munich.
  144. Jin, Fei & Lee, Lung-fei, 2015. "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, vol. 184(2), pages 295-314.
  145. Madsen, Edith & Mulalic, Ismir & Pilegaard, Ninette, 2013. "A model for estimation of the demand for on-street parking," MPRA Paper 52301, University Library of Munich, Germany.
  146. Kiyoyasu Tanaka & Yoshihiro Hashiguchi, 2015. "Spatial Spillovers from Foreign Direct Investment: Evidence from the Yangtze River Delta in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(2), pages 40-60, 03.
  147. Yueqin Wu & Yan Sun, 2017. "Shrinkage estimation of the linear model with spatial interaction," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 51-68, January.
  148. Qu, Xi & Lee, Lung-fei, 2015. "Estimating a spatial autoregressive model with an endogenous spatial weight matrix," Journal of Econometrics, Elsevier, vol. 184(2), pages 209-232.
  149. Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro, 2012. "Spatial spillovers from FDI agglomeration : evidence from the Yangtze River Delta in China," IDE Discussion Papers 354, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  150. Sun, Yiguo, 2016. "Functional-coefficient spatial autoregressive models with nonparametric spatial weights," Journal of Econometrics, Elsevier, vol. 195(1), pages 134-153.
  151. Li, Hongfei & Calder, Catherine A. & Cressie, Noel, 2012. "One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 68-84.
  152. Smirnov, Oleg A., 2010. "Modeling spatial discrete choice," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 292-298, September.
  153. Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
  154. Shi, Wei & Lee, Lung-fei, 2017. "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 197(2), pages 323-347.
  155. repec:esx:essedp:774 is not listed on IDEAS
  156. repec:cep:stiecm:/2013/568 is not listed on IDEAS
  157. repec:cep:stiecm:/2013/566 is not listed on IDEAS
  158. Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
  159. Xu, Xingbai & Lee, Lung-fei, 2015. "A spatial autoregressive model with a nonlinear transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 186(1), pages 1-18.
  160. Miguel A. Delgado & Peter M. Robinson, 2013. "Non-nested testing of spatial correlation," LSE Research Online Documents on Economics 58169, London School of Economics and Political Science, LSE Library.
  161. Gupta, A, 2015. "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers 15617, University of Essex, Department of Economics.
  162. Miguel A. Delgado & Peter Robinson, 2015. "Non-nested testing of spatial correlation," LSE Research Online Documents on Economics 61433, London School of Economics and Political Science, LSE Library.
  163. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
  164. Xu, Xiaoliang & Xu, Xuefen & Chen, Qian & Che, Ying, 2016. "The research on generalized regional “resource curse” in China's new normal stage," Resources Policy, Elsevier, vol. 49(C), pages 12-19.
  165. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
  166. 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.
  167. Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2015. "Parametric and Semiparametric IV Estimation of Network Models with Selectivity," EIEF Working Papers Series 1509, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
  168. Harry H. Kelejian & Gianfranco Piras, 2013. "Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes," Working Papers Working Paper 2013-02, Regional Research Institute, West Virginia University.
  169. Song, Seuck Heun & Lee, Jaejun, 2008. "A note on S2 in a spatially correlated error components regression model for panel data," Economics Letters, Elsevier, vol. 101(1), pages 41-43, October.
  170. Irani Arraiz & David M. Drukker & Harry H. Kelejian & Ingmar R. Prucha, 2010. "A Spatial Cliff-Ord-Type Model With Heteroskedastic Innovations: Small And Large Sample Results," Journal of Regional Science, Wiley Blackwell, vol. 50(2), pages 592-614.
  171. Liu, Long, 2015. "A note on 2SLS estimation of the mixed regressive spatial autoregressive model," Economics Letters, Elsevier, vol. 134(C), pages 49-52.
  172. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  173. Delgado, Miguel A. & Robinson, Peter M., 2015. "Non-nested testing of spatial correlation," Journal of Econometrics, Elsevier, vol. 187(1), pages 385-401.
  174. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
  175. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
  176. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, July.
  177. repec:cep:stiecm:/2013/565 is not listed on IDEAS
  178. Solmaria Halleck Vega & J. Paul Elhorst, 2015. "The Slx Model," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 339-363, 06.
  179. Jenish, Nazgul & Prucha, Ingmar R., 2012. "On spatial processes and asymptotic inference under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 170(1), pages 178-190.
  180. repec:asg:wpaper:1045 is not listed on IDEAS
  181. Liu, Shew Fan & Yang, Zhenlin, 2015. "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 55-67.
  182. Zhang, Xiang & Zheng, Yanbing, 2012. "A note on spatial–temporal lattice modeling and maximum likelihood estimation," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2145-2155.
  183. Peter M Robinson, 2007. "Efficient Estimation of the SemiparametricSpatial Autoregressive Model," STICERD - Econometrics Paper Series 515, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  184. 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.
  185. Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B., 2011. "Inference with dependent data using cluster covariance estimators," Journal of Econometrics, Elsevier, vol. 165(2), pages 137-151.
  186. Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017. "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers 17-050/III, Tinbergen Institute.
  187. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
  188. repec:esx:essedp:772 is not listed on IDEAS
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.