GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

SSRN Electronic Journal ◽

10.2139/ssrn.2227163 ◽

2013 ◽

Cited By ~ 1

Author(s):

Osman Dogan ◽

Suleyman Taspinar

Keyword(s):

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1937652 ◽

2021 ◽

pp. 1-16

Author(s):

Peixin Zhao ◽

Haogeng Gan ◽

Suli Cheng ◽

Xiaoshuang Zhou

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

Gmm Estimation ◽

Partially Linear ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models

Journal of Econometrics ◽

10.1016/j.jeconom.2006.09.006 ◽

2007 ◽

Vol 140 (1) ◽

pp. 155-189 ◽

Cited By ~ 22

Author(s):

Lung-fei Lee

Keyword(s):

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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GMM estimation of spatial autoregressive models with unknown heteroskedasticity

Journal of Econometrics ◽

10.1016/j.jeconom.2009.10.035 ◽

2010 ◽

Vol 157 (1) ◽

pp. 34-52 ◽

Cited By ~ 114

Author(s):

Xu Lin ◽

Lung-fei Lee

Keyword(s):

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity

Econometric Reviews ◽

10.1080/07474938.2017.1308087 ◽

2017 ◽

Vol 38 (4) ◽

pp. 359-385 ◽

Cited By ~ 6

Author(s):

Xiaodong Liu ◽

Paulo Saraiva

Keyword(s):

Simultaneous Equations ◽

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Semiparametric GMM estimation of spatial autoregressive models

Journal of Econometrics ◽

10.1016/j.jeconom.2011.09.034 ◽

2012 ◽

Vol 167 (2) ◽

pp. 543-560 ◽

Cited By ~ 48

Author(s):

Liangjun Su

Keyword(s):

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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GMM estimation of spatial autoregressive models with moving average disturbances

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2013.09.002 ◽

2013 ◽

Vol 43 (6) ◽

pp. 903-926 ◽

Cited By ~ 9

Author(s):

Osman Doğan ◽

Süleyman Taşpınar

Keyword(s):

Moving Average ◽

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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GMM Estimation of Spatial Autoregressive Models with Moving Average Errors

SSRN Electronic Journal ◽

10.2139/ssrn.2257110 ◽

2013 ◽

Author(s):

Suleyman Taspinar

Keyword(s):

Moving Average ◽

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models ◽

Moving Average Errors

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Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2013.12.003 ◽

2014 ◽

Vol 45 ◽

pp. 1-21 ◽

Cited By ~ 10

Author(s):

Osman Doğan ◽

Süleyman Taşpınar

Keyword(s):

Autoregressive Models ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data

Journal of Business and Economic Statistics ◽

10.1080/07350015.2016.1146145 ◽

2017 ◽

Vol 36 (1) ◽

pp. 160-172 ◽

Cited By ~ 8

Author(s):

Tadao Hoshino

Keyword(s):

Autoregressive Models ◽

Crime Data ◽

Endogenous Regressors ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Inference on higher-order spatial autoregressive models with increasingly many parameters

Journal of Econometrics ◽

10.1016/j.jeconom.2014.12.008 ◽

2015 ◽

Vol 186 (1) ◽

pp. 19-31 ◽

Cited By ~ 18

Author(s):

Abhimanyu Gupta ◽

Peter M. Robinson

Keyword(s):

Higher Order ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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