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Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters
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Cited by:
- 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.
- Gupta, A & Robinson, PM, 2015. "Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension," Economics Discussion Papers 22698, University of Essex, Department of Economics.
- Gupta, Abhimanyu & Robinson, Peter M., 2017. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," LSE Research Online Documents on Economics 84085, London School of Economics and Political Science, LSE Library.
- Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017.
"Credit Market Spillovers: Evidence from a Syndicated Loan Market Network,"
CEPR Discussion Papers
12424, C.E.P.R. Discussion Papers.
- Abhimanyu Gupta & Alex Michaelides & Sotirios Kokas, 2018. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," 2018 Meeting Papers 666, Society for Economic Dynamics.
- Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
- Gupta, Abhimanyu, 2019.
"Estimation Of Spatial Autoregressions With Stochastic Weight Matrices,"
Econometric Theory, Cambridge University Press, vol. 35(2), pages 417-463, April.
- Gupta, A, 2015. "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers 15617, University of Essex, Department of Economics.
- Badi H. Baltagi & Sophia Ding & Peter H. Egger, 2022.
"A Panel Data Model with Generalized Higher-Order Network Effects,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 9-35,
Emerald Group Publishing Limited.
- Badi H. Baltagi & Sophia Ding & Peter H. Egger, 2020. "A Panel Data Model with Generalized Higher-Order Network Effects," Center for Policy Research Working Papers 233, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Sophia Ding & Peter H. Egger, 2020. "A Panel Data Model with Generalized Higher-Order Networks Effects," CESifo Working Paper Series 8653, CESifo.
- 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.
- 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).
- FUJII Daisuke, 2016. "Shock Propagations in Granular Networks," Discussion papers 16057, Research Institute of Economy, Trade and Industry (RIETI).
- 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.
- Harry H. Kelejian & Gianfranco Piras, 2012. "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.
- Tizheng Li & Xiaojuan Kang, 2022. "Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters," Statistical Papers, Springer, vol. 63(1), pages 243-285, February.
- Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
- 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.
- 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," CESifo Working Paper Series 9579, CESifo.
- 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," Center for Policy Research Working Papers 247, Center for Policy Research, Maxwell School, Syracuse University.
- Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
- Jakub Olejnik & Alicja Olejnik, 2020. "QML estimation with non-summable weight matrices," Journal of Geographical Systems, Springer, vol. 22(4), pages 469-495, October.
- Gupta, Abhimanyu, 2018.
"Nonparametric specification testing via the trinity of tests,"
Journal of Econometrics, Elsevier, vol. 203(1), pages 169-185.
- Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 23824, University of Essex, Department of Economics.
- Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei, 2017. "Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 97-120.
- repec:esx:essedp:774 is not listed on IDEAS
- Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
- Gupta, Abhimanyu, 2023.
"Efficient closed-form estimation of large spatial autoregressions,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
- Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
- Huijuan Xiao & Sheng Bao & Jingzheng Ren & Zhenci Xu & Song Xue & Jianguo Liu, 2024. "Global transboundary synergies and trade-offs among Sustainable Development Goals from an integrated sustainability perspective," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
- repec:esx:essedp:773 is not listed on IDEAS
- 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.
- Gupta, Abhimanyu & Robinson, Peter M, 2015. "Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension," Economics Discussion Papers 15618, University of Essex, Department of Economics.
- Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
- 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.
- Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
- Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
- Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.
- repec:esx:essedp:772 is not listed on IDEAS