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Spatial weights matrix selection and model averaging for spatial autoregressive models

Citations

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Cited by:

  1. Yong Bao & Xiaotian Liu & Lihong Yang, 2020. "Indirect Inference Estimation of Spatial Autoregressions," Econometrics, MDPI, vol. 8(3), pages 1-26, September.
  2. Jun Zhang & Shenghao Zhao & Chaonan Peng & Xianming Gong, 2022. "Spatial Heterogeneity of the Recovery of Road Traffic Volume from the Impact of COVID-19: Evidence from China," Sustainability, MDPI, vol. 14(21), pages 1-20, November.
  3. Michele Costola & Matteo Iacopini & Casper Wichers, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," Papers 2310.17473, arXiv.org.
  4. Xi Wu & Adam Blake, 2023. "Does the combination of models with different explanatory variables improve tourism demand forecasting performance?," Tourism Economics, , vol. 29(8), pages 2032-2056, December.
  5. Maria Lucia Parrella & Giuseppina Albano & Cira Perna & Michele La Rocca, 2021. "Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets," Computational Statistics, Springer, vol. 36(4), pages 2917-2938, December.
  6. Francesco Giordano & Marcella Niglio & Maria Lucia Parrella, 2024. "Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(5), pages 771-799, September.
  7. Bao, Yong, 2024. "Estimating spatial autoregressions under heteroskedasticity without searching for instruments," Regional Science and Urban Economics, Elsevier, vol. 106(C).
  8. Ryan Greenaway-McGrevy & Kade Sorensen, 2021. "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-32, December.
  9. Hongjie Bao & Ling Shan & Yufei Wang & Yuehua Jiang & Cheonjae Lee & Xufeng Cui, 2021. "How Does Local Real Estate Investment Influence Neighborhood PM 2.5 Concentrations? A Spatial Econometric Analysis," Land, MDPI, vol. 10(5), pages 1-21, May.
  10. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
  11. Julián Ramajo & Alejandro Ricci-Risquete & Lourdes Jerez & Geoffrey J. D. Hewings, 2020. "Impacts of Neighbors on Local Tax Rates: A Space–Time Dynamic Panel Data Analysis," International Regional Science Review, , vol. 43(1-2), pages 105-127, January.
  12. Qin, Chang-Xiong & Liu, Zhao, 2022. "Reference price effect of partially similar online products in the consideration stage," Journal of Business Research, Elsevier, vol. 152(C), pages 70-81.
  13. repec:hal:journl:hal-04549691 is not listed on IDEAS
  14. Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua, 2022. "Optimal model averaging for multivariate regression models," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  15. Christian Glocker & Matteo Iacopini & Tam'as Krisztin & Philipp Piribauer, 2023. "A Bayesian Markov-switching SAR model for time-varying cross-price spillovers," Papers 2310.19557, arXiv.org.
  16. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.
  17. Christos Agiakloglou & Apostolos Tsimpanos, 2023. "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-35, December.
  18. Renato Garcia & Veneziano Araujo & Suelene Mascarini & Emerson Gomes Santos & Ariana Costa & Sarah Ferreira, 2023. "How Industrial Diversity Shapes the Effects of Foreign Direct Investment Spillovers on Regional Innovation," International Regional Science Review, , vol. 46(1), pages 98-122, January.
  19. Qian, Wei & Rolling, Craig A. & Cheng, Gang & Yang, Yuhong, 2022. "Combining forecasts for universally optimal performance," International Journal of Forecasting, Elsevier, vol. 38(1), pages 193-208.
  20. Song, Yunquan & Liang, Xijun & Zhu, Yanji & Lin, Lu, 2021. "Robust variable selection with exponential squared loss for the spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
  21. Pu, Dan & Fang, Kuangnan & Lan, Wei & Yu, Jihai & Zhang, Qingzhao, 2024. "Multivariate spatiotemporal models with low rank coefficient matrix," Journal of Econometrics, Elsevier, vol. 246(1).
  22. Kassoum Ayouba, 2023. "Spatial dependence in production frontier models," Journal of Productivity Analysis, Springer, vol. 60(1), pages 21-36, August.
  23. Hao Zeng & Wei Zhong & Xingbai Xu, 2024. "Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction," Papers 2405.15600, arXiv.org, revised Sep 2024.
  24. Osman Doğan & Ye Yang & Süleyman Taşpınar, 2025. "Integrated modified harmonic mean method for spatial panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 109(4), pages 689-719, December.
  25. Jiafeng Gu, 2024. "The impacts of the low-carbon city policy on urban air pollution in China," Energy & Environment, , vol. 35(5), pages 2431-2450, August.
  26. 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.
  27. Jiafeng Gu, 2025. "The low-carbon city initiative and urban inbound tourism economy: a spatial difference-in-differences analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(11), pages 26891-26912, November.
  28. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
  29. Haiyan Lu & Yanqiang Wei & Suchang Yang & Yunwei Liu, 2020. "Regional spatial patterns and influencing factors of environmental auditing for sustainable development: summaries and illuminations from international experiences," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 22(4), pages 3577-3597, April.
  30. Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
  31. Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
  32. Elżbieta Antczak & Karolina Lewandowska-Gwarda, 2019. "How Fast Is Europe Getting Old? Analysis of Dynamics Applying the Spatial Shift–Share Approach," Sustainability, MDPI, vol. 11(20), pages 1-21, October.
  33. Hanno Reuvers & Etienne Wijler, 2021. "Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data," Papers 2108.02864, arXiv.org, revised Dec 2021.
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