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GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

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Cited by:

  1. Jenish, Nazgul, 2012. "Nonparametric spatial regression under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 167(1), pages 224-239.
  2. Liu, Xiaodong & Lee, Lung-fei, 2010. "GMM estimation of social interaction models with centrality," Journal of Econometrics, Elsevier, vol. 159(1), pages 99-115, November.
  3. 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.
  4. 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.
  5. Imen Mohamed Sghaier, 2022. "The Role of Institutional Quality in Finance-Growth Nexus: Evidence from North African Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 3472-3491, December.
  6. 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.
  7. Vasilis Sarafidis & Tom Wansbeek, 2012. "Cross-Sectional Dependence in Panel Data Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 483-531, September.
  8. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Other publications TiSEM d63bf400-7ff2-4a1c-8067-1, Tilburg University, School of Economics and Management.
  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. Yong Bao & Xiaotian Liu & Lihong Yang, 2020. "Indirect Inference Estimation of Spatial Autoregressions," Econometrics, MDPI, vol. 8(3), pages 1-26, September.
  11. Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, vol. 12(2), pages 189-206, June.
  12. Luo, Guowang & Wu, Mixia & Pang, Zhen, 2022. "Estimation of spatial autoregressive models with covariate measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
  13. Wang, Weilong & Yang, Xiaodong & Cao, Jianhong & Bu, Wenchao & Dagestani, Abd Alwahed & Adebayo, Tomiwa Sunday & Dilanchiev, Azer & Ren, Siyu, 2022. "Energy internet, digital economy, and green economic growth: Evidence from China," Innovation and Green Development, Elsevier, vol. 1(2).
  14. Raffaele Mattera & Philipp Otto, 2023. "Network log-ARCH models for forecasting stock market volatility," Papers 2303.11064, arXiv.org.
  15. Xiaodong Liu, 2020. "GMM identification and estimation of peer effects in a system of simultaneous equations," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-27, December.
  16. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012. "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, vol. 170(1), pages 164-177.
  17. Emir Malikov & Shunan Zhao, 2023. "On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1207-1223, September.
  18. Tadao Hoshino, 2024. "Functional Spatial Autoregressive Models," Papers 2402.14763, arXiv.org.
  19. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  20. 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.
  21. Zhao, Jun & Dong, Kangyin & Dong, Xiucheng & Shahbaz, Muhammad, 2022. "How renewable energy alleviate energy poverty? A global analysis," Renewable Energy, Elsevier, vol. 186(C), pages 299-311.
  22. Tan, Xiujie & Yan, Yaxue & Dong, Yuyang, 2022. "Peer effect in green credit induced green innovation: An empirical study from China's Green Credit Guidelines," Resources Policy, Elsevier, vol. 76(C).
  23. Imen Mohamed Sghaier, 2020. "Does Financial Development Affect the Economic Growth Gains from Trade Openness?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 666-682, December.
  24. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
  25. Pavlyuk, Dmitry, 2012. "Maximum Likelihood Estimator for Spatial Stochastic Frontier Models," MPRA Paper 43390, University Library of Munich, Germany.
  26. Süleyman Taşpınar & Osman DoĞan & Jiyoung Chae & Anil K. Bera, 2021. "Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1243-1272, October.
  27. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves & Lee, Lung-Fei, 2011. "Criminal Networks: Who is the Key Player?," Research Papers in Economics 2011:7, Stockholm University, Department of Economics.
  28. 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.
  29. Lim, Krisha & Wichmann, Bruno & Luckert, Martin, 2021. "Adaptation, spatial effects, and targeting: Evidence from Africa and Asia," World Development, Elsevier, vol. 139(C).
  30. 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.
  31. Hou, Zhezhi & Zhao, Shunan & Kumbhakar, Subal C., 2023. "The GMM estimation of semiparametric spatial stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1450-1464.
  32. Wang Lu & Hao Yu & Wei Yi-Ming, 2017. "How Do Regional Interactions in Space Affect China’s Mitigation Targets and Economic Development?," Working Papers 2017.21, Fondazione Eni Enrico Mattei.
  33. Imen Mohamed Sghaier, 2022. "Foreign Capital Inflows and Economic Growth in North African Countries: the Role of Human Capital," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 2804-2821, December.
  34. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, vol. 3(2), pages 1-36, May.
  35. Stefan Faridani & Paul Niehaus, 2022. "Linear estimation of average global effects," Papers 2209.14181, arXiv.org, revised Sep 2023.
  36. Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022. "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 569-629, December.
  37. Moscone, F. & Tosetti, E., 2011. "GMM estimation of spatial panels with fixed effects and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 41(5), pages 487-497, September.
  38. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
  39. Rossi, Francesca & Robinson, Peter M., 2023. "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 244-269.
  40. 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.
  41. Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
  42. Grodner, Andrew & Kniesner, Thomas J. & Bishop, John A., 2011. "Social Interactions in the Labor Market," Foundations and Trends(R) in Microeconomics, now publishers, vol. 6(4), pages 265-366, September.
  43. 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.
  44. Guido M. Kuersteiner & Ingmar R. Prucha, 2020. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
  45. Mohamed-Salem Ahmed & Lionel Cucala & Michaël Genin, 2021. "Spatial autoregressive models for scan statistic," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-20, December.
  46. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
  47. Imen Mohamed Sghaier, 2021. "Foreign Financial Flows, Human Capital and Economic Growth in North African Countries," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 355-371, September.
  48. Heather D. Gibson & Stephen G. Hall & Deborah Gefang & Pavlos Petroulas & George S. Tavlas, 2020. "Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?," Working Papers 281, Bank of Greece.
  49. Sun, Yanqing & Zhang, Yuanqing & Huang, Jianhua Z., 2019. "Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model," Econometrics and Statistics, Elsevier, vol. 9(C), pages 140-155.
  50. 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.
  51. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org, revised Jul 2019.
  52. David M. Drukker & Peter Egger & Ingmar R. Prucha, 2013. "On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 686-733, August.
  53. 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.
  54. Pesaran, M. Hashem & Yang, Cynthia Fan, 2021. "Estimation and inference in spatial models with dominant units," Journal of Econometrics, Elsevier, vol. 221(2), pages 591-615.
  55. repec:asg:wpaper:1006 is not listed on IDEAS
  56. 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.
  57. Agovino Massimiliano & Garofalo Antonio & Cerciello Massimiliano, 2019. "Do Local Institutions Affect Labour Market Participation? The Italian Case," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 19(2), pages 1-21, April.
  58. Jin, Fei & Lee, Lung-fei, 2020. "Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances," Economics Letters, Elsevier, vol. 194(C).
  59. 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.
  60. Jörg Breitung & Christoph Wigger, 2018. "Alternative GMM estimators for spatial regression models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(2), pages 148-170, April.
  61. Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014. "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 118-128.
  62. Liu, Manzhi & Chen, Meng & He, Gang, 2017. "The origin and prospect of billion-ton coal production capacity in China," Resources, Conservation & Recycling, Elsevier, vol. 125(C), pages 70-85.
  63. Jin, Fei & Lee, Lung-fei, 2018. "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 35-57.
  64. Joris Pinkse & Margaret E. Slade, 2010. "The Future Of Spatial Econometrics," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 103-117, February.
  65. Cristiana Tudor & Robert Sova, 2022. "Driving Factors for R&D Intensity: Evidence from Global and Income-Level Panels," Sustainability, MDPI, vol. 14(3), pages 1-16, February.
  66. Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1356-1378, November.
  67. Lin, Xu & Zhang, Jihu & Jiang, Shanhe, 2022. "Spatial and temporal correlations of crime in Detroit: Evidence from spatial dynamic panel data models," International Review of Law and Economics, Elsevier, vol. 72(C).
  68. repec:asg:wpaper:1013 is not listed on IDEAS
  69. Andrew Grodner & Thomas J. Kniesner, 2008. "Labor supply with social interactions: econometric estimates and their tax policy implications," Research in Labor Economics, in: Work, Earnings and Other Aspects of the Employment Relation, pages 1-23, Emerald Group Publishing Limited.
  70. Laura de Dominicis & Raymond J.G.M. Florax & Henri L.F. de Groot, 2013. "Regional clusters of innovative activity in Europe: are social capital and geographical proximity key determinants?," Applied Economics, Taylor & Francis Journals, vol. 45(17), pages 2325-2335, June.
  71. 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.
  72. 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.
  73. Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
  74. Sun, Yiguo, 2016. "Functional-coefficient spatial autoregressive models with nonparametric spatial weights," Journal of Econometrics, Elsevier, vol. 195(1), pages 134-153.
  75. Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
  76. Sarafidis, Vasilis, 2016. "Neighbourhood GMM estimation of dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 526-544.
  77. 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.
  78. James P. LeSage & R. Kelley Pace, 2018. "Spatial econometric Monte Carlo studies: raising the bar," Empirical Economics, Springer, vol. 55(1), pages 17-34, August.
  79. Di Fang & Timothy J. Richards, 2018. "New Maize Variety Adoption in Mozambique: A Spatial Approach," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 66(3), pages 469-488, September.
  80. Nicolas DEBARSY & Cem ERTUR, 2016. "Interaction matrix selection in spatial econometrics with an application to growth theory," LEO Working Papers / DR LEO 2172, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  81. William C. Horrace & Hyunseok Jung & Shane Sanders, 2022. "Network Competition and Team Chemistry in the NBA," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 35-49, January.
  82. Federico Martellosio & Grant Hillier, 2019. "Adjusted QMLE for the spatial autoregressive parameter," Papers 1909.08141, arXiv.org.
  83. 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.
  84. Gupta, Abhimanyu, 2023. "Efficient closed-form estimation of large spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
  85. Nicolas Debarsy & Cem Ertur, 2016. "Interaction matrix selection in spatial econometrics with an application to growth theory," Working Papers halshs-01278545, HAL.
  86. 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.
  87. Jenn, Alan & Azevedo, Inês L. & Ferreira, Pedro, 2013. "The impact of federal incentives on the adoption of hybrid electric vehicles in the United States," Energy Economics, Elsevier, vol. 40(C), pages 936-942.
  88. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2023. "Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results," Papers 2312.05898, arXiv.org.
  89. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2014. "Endogenous peer effects: local aggregate or local average?," Journal of Economic Behavior & Organization, Elsevier, vol. 103(C), pages 39-59.
  90. Sarafidis, Vasilis, 2009. "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper 25176, University Library of Munich, Germany.
  91. Liu, Long, 2015. "A note on 2SLS estimation of the mixed regressive spatial autoregressive model," Economics Letters, Elsevier, vol. 134(C), pages 49-52.
  92. Bivand, Roger & Piras, Gianfranco, 2015. "Comparing Implementations of Estimation Methods for Spatial Econometrics," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i18).
  93. Moscone, Francesco & Tosetti, Elisa, 2010. "GMM estimation of Spatial Panels with Fixed Effects," MPRA Paper 20152, University Library of Munich, Germany.
  94. Zhang, Xinyu & Yu, Jihai, 2018. "Spatial weights matrix selection and model averaging for spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 203(1), pages 1-18.
  95. Luo, Guowang & Wu, Mixia & Xu, Liwen, 2021. "IPW-based robust estimation of the SAR model with missing data," Statistics & Probability Letters, Elsevier, vol. 172(C).
  96. Lung‐fei Lee & Jihai Yu, 2012. "Spatial Panels: Random Components Versus Fixed Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1369-1412, November.
  97. Trzpiot Grażyna & Orwat-Acedańska Agnieszka, 2016. "Spatial Quantile Regression In Analysis Of Healthy Life Years In The European Union Countries," Comparative Economic Research, Sciendo, vol. 19(5), pages 179-199, December.
  98. 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.
  99. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
  100. 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.
  101. 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.
  102. Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
  103. repec:rri:wpaper:201301 is not listed on IDEAS
  104. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
  105. Stephanie Glaser & Robert C. Jung & Karsten Schweikert, 2022. "Spatial panel count data: modeling and forecasting of urban crimes," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-29, December.
  106. Yongsong Qin & Qingzhu Lei, 2021. "Empirical Likelihood for Mixed Regressive, Spatial Autoregressive Model Based on GMM," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 353-378, February.
  107. Cynthia Fan Yang, 2021. "Common factors and spatial dependence: an application to US house prices," Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
  108. 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.
  109. Karamysheva, Madina & Seregina, Ekaterina, 2022. "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, vol. 127(C).
  110. 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.
  111. Zhu, Yanli & Han, Xiaoyi & Chen, Ying, 2020. "Bayesian estimation and model selection of threshold spatial Durbin model," Economics Letters, Elsevier, vol. 188(C).
  112. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  113. Francesca Rossi & Peter M. Robinson, 2020. "Higher-Order Least Squares Inference for Spatial Autoregressions," Working Papers 04/2020, University of Verona, Department of Economics.
  114. 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.
  115. Clara-Christina E. Gerstner & Emmanuel S. Tsyawo, 2022. "Policy spillover effects on student achievement: evidence from PISA," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 523-541, December.
  116. Sophie Béreau & Nicolas Debarsy & Cyrille Dossougoin & Jean-Yves Gnabo, 2022. "Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis," Working Papers halshs-03513049, HAL.
  117. 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.
  118. 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.
  119. Marius C. O. Amba & Julie Gallo, 2022. "Specification and estimation of a periodic spatial panel autoregressive model," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-34, December.
  120. Zhengyu Zhang, 2013. "A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(2), pages 176-194, June.
  121. Sun, Yan, 2017. "Estimation of single-index model with spatial interaction," Regional Science and Urban Economics, Elsevier, vol. 62(C), pages 36-45.
  122. 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.
  123. Iacopo Odoardi, 2020. "Can parents’ education lay the foundation for reducing the inactivity of young people? A regional analysis of Italian NEETs," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(1), pages 307-336, April.
  124. Daron Acemoglu & Suresh Naidu & Pascual Restrepo & James A. Robinson, 2019. "Democracy Does Cause Growth," Journal of Political Economy, University of Chicago Press, vol. 127(1), pages 47-100.
  125. Xiaoyi Han & Lung-Fei Lee, 2016. "Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 642-660, October.
  126. Wang, Wei & Lee, Lung-Fei & Bao, Yan, 2018. "GMM estimation of the spatial autoregressive model in a system of interrelated networks," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 167-198.
  127. Xingang Wang & Sholeh A. Maani, 2021. "Ethnic regional networks and immigrants' earnings: A spatial autoregressive network approach," Papers in Regional Science, Wiley Blackwell, vol. 100(1), pages 141-168, February.
  128. Tianfa Xie & Ruiyuan Cao & Jiang Du, 2020. "Variable selection for spatial autoregressive models with a diverging number of parameters," Statistical Papers, Springer, vol. 61(3), pages 1125-1145, June.
  129. 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.
  130. 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).
  131. Zenou, Yves & Patacchini, Eleonora & Liu, Xiaodong, 2013. "Peer Effects: Social Multiplier or Social Norms?," CEPR Discussion Papers 9366, C.E.P.R. Discussion Papers.
  132. Bing Su & Fukang Zhu & Ke Zhu, 2023. "Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables," Papers 2301.06658, arXiv.org.
  133. Guo Shuang & Wei Chuanhua, 2015. "Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models," Journal of Systems Science and Information, De Gruyter, vol. 3(6), pages 561-567, December.
  134. Lee, Lung-fei & Yu, Jihai, 2010. "Estimation of spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 154(2), pages 165-185, February.
  135. Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 180(2), pages 174-197.
  136. Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-31, March.
  137. Sun, Yiguo & Malikov, Emir, 2018. "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 203(2), pages 359-378.
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