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Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach

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Cited by:

  1. 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.
  2. Bernard Fingleton, 2008. "A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(1), pages 27-44.
  3. Ohtsuka, Yoshihiro & Oga, Takashi & Kakamu, Kazuhiko, 2010. "Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2721-2735, November.
  4. Sgrignoli, Paolo & Metulini, Rodolfo & Schiavo, Stefano & Riccaboni, Massimo, 2015. "The relation between global migration and trade networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 245-260.
  5. Xiaofeng Zhao & Xianjin Huang & Yibo Liu, 2012. "Spatial Autocorrelation Analysis of Chinese Inter-Provincial Industrial Chemical Oxygen Demand Discharge," IJERPH, MDPI, vol. 9(6), pages 1-14, May.
  6. Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo, 2023. "Grouped spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
  7. Luc Anselin, 2003. "Spatial Externalities, Spatial Multipliers, And Spatial Econometrics," International Regional Science Review, , vol. 26(2), pages 153-166, April.
  8. Luyao Wang & Hong Fan & Tianren Gong, 2018. "The Consumer Demand Estimating and Purchasing Strategies Optimizing of FMCG Retailers Based on Geographic Methods," Sustainability, MDPI, vol. 10(2), pages 1-17, February.
  9. Lin, Xu & Lee, Lung-fei, 2010. "GMM estimation of spatial autoregressive models with unknown heteroskedasticity," Journal of Econometrics, Elsevier, vol. 157(1), pages 34-52, July.
  10. Yan Chen & Youran Qi & Qing Liu & Peter Chien, 2018. "Sequential sampling enhanced composite likelihood approach to estimation of social intercorrelations in large-scale networks," Quantitative Marketing and Economics (QME), Springer, vol. 16(4), pages 409-440, December.
  11. Pace, R. Kelley & LeSage, James P., 2004. "Chebyshev approximation of log-determinants of spatial weight matrices," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 179-196, March.
  12. Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
  13. Zhu, Xuening & Huang, Danyang & Pan, Rui & Wang, Hansheng, 2020. "Multivariate spatial autoregressive model for large scale social networks," Journal of Econometrics, Elsevier, vol. 215(2), pages 591-606.
  14. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  15. 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.
  16. Zhang Yuanqing, 2014. "Estimation of Partially Specified Spatial Autoregressive Model," Journal of Systems Science and Information, De Gruyter, vol. 2(3), pages 226-235, June.
  17. repec:asg:wpaper:1013 is not listed on IDEAS
  18. Haoying Wang & Guohui Wu, 2022. "Modeling discrete choices with large fine-scale spatial data: opportunities and challenges," Journal of Geographical Systems, Springer, vol. 24(3), pages 325-351, July.
  19. James P. LeSage & R. Kelley Pace, 2008. "Spatial Econometric Modeling Of Origin‐Destination Flows," Journal of Regional Science, Wiley Blackwell, vol. 48(5), pages 941-967, December.
  20. 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.
  21. 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.
  22. Patricia Suárez & Matías Mayor & Begoña Cueto, 2012. "The accessibility to employment offices in the Spanish labour market," Papers in Regional Science, Wiley Blackwell, vol. 91(4), pages 823-848, November.
  23. 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.
  24. Furtado, BERNARDO, 2007. "Real estate market and the relevance of local features in a hedonic prices quantil-spatial analysis – the case of Belo Horizonte – Brazil," MPRA Paper 7340, University Library of Munich, Germany.
  25. Huang, Danyang & Wang, Feifei & Zhu, Xuening & Wang, Hansheng, 2020. "Two-mode network autoregressive model for large-scale networks," Journal of Econometrics, Elsevier, vol. 216(1), pages 203-219.
  26. Ahlfeldt Gabriel M., 2011. "The Train has Left the Station: Do Markets Value Intracity Access to Intercity Rail Connections?," German Economic Review, De Gruyter, vol. 12(3), pages 312-335, August.
  27. Apostol Stefan, 2022. "Universities in today’s world-between the potential regional growth and market economy absorption," Management & Marketing, Sciendo, vol. 17(s1), pages 449-470, October.
  28. 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.
  29. repec:asg:wpaper:1047 is not listed on IDEAS
  30. Luc Anselin & Julie Le Gallo, 2006. "Interpolation of Air Quality Measures in Hedonic House Price Models: Spatial Aspects This paper is part of a joint research effort with James Murdoch (University of Texas, Dallas) and Mark Thayer (San," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(1), pages 31-52.
  31. Xiaofeng Zhao & Lin Zhang & Xianjin Huang & Yuntai Zhao & Yunpeng Zhang, 2018. "Evolution of the Spatiotemporal Pattern of Urban Industrial Land Use Efficiency in China," Sustainability, MDPI, vol. 10(7), pages 1-12, June.
  32. Caragea, Petruta C. & Smith, Richard L., 2007. "Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1417-1440, August.
  33. Juan C. Duque & Alejandro Betancourt & Freddy Marin, 2013. "An algorithmic approach for simulating realistic irregular lattices," Documentos de Trabajo de Valor Público 10937, Universidad EAFIT.
  34. 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.
  35. Xiaofeng Zhao & Yuqian Zheng & Xianjin Huang & Mei-Po Kwan & Yuntai Zhao, 2017. "The Effect of Urbanization and Farmland Transfer on the Spatial Patterns of Non-Grain Farmland in China," Sustainability, MDPI, vol. 9(8), pages 1-19, August.
  36. Luc Anselin, 2012. "From SpaceStat to CyberGIS," International Regional Science Review, , vol. 35(2), pages 131-157, April.
  37. Simlai, Prodosh, 2014. "Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 17-30.
  38. Ma, Yingying & Lan, Wei & Zhou, Fanying & Wang, Hansheng, 2020. "Approximate least squares estimation for spatial autoregressive models with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
  39. Fernando A. López & Román Mínguez & Jesús Mur, 2020. "ML versus IV estimates of spatial SUR models: evidence from the case of Airbnb in Madrid urban area," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 313-347, April.
  40. Anna Gloria Billé, 2013. "Computational Issues in the Estimation of the Spatial Probit Model: A Comparison of Various Estimators," The Review of Regional Studies, Southern Regional Science Association, vol. 43(2,3), pages 131-154, Winter.
  41. Schintler, Laurie A. & Fischer, Manfred M., 2018. "Big Data and Regional Science: Opportunities, Challenges, and Directions for Future Research," Working Papers in Regional Science 2018/02, WU Vienna University of Economics and Business.
  42. Liqian Cai & Tapabrata Maiti, 2020. "Variable selection and estimation for high‐dimensional spatial autoregressive models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 587-607, June.
  43. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  44. 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.
  45. 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.
  46. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
  47. repec:jss:jstsof:35:i01 is not listed on IDEAS
  48. Raymond J. G. M. Florax & Arno J. Van der Vlist, 2003. "Spatial Econometric Data Analysis: Moving Beyond Traditional Models," International Regional Science Review, , vol. 26(3), pages 223-243, July.
  49. J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
  50. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
  51. Bernardo Furtado & Frank van Oort, 2011. "Neighborhood weight matrix in a spatial-quantile real estate modeling environment: Evidence from Brazil," ERSA conference papers ersa10p424, European Regional Science Association.
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