Functional-coefficient spatial autoregressive models with nonparametric spatial weights

Y Sun - Journal of Econometrics, 2016 - Elsevier
We apply local linear regression and sieve estimation technique to estimate functional
coefficients and an unknown spatial weighting function, respectively, via a nonparametric …

GMM estimation of spatial autoregressive models with moving average disturbances

O Doğan, S Taşpınar - Regional science and urban economics, 2013 - Elsevier
In this paper, we introduce the one-step generalized method of moments (GMM) estimation
methods considered in Lee (2007a) and Liu, Lee, and Bollinger (2010) to spatial models …

A pairwise difference estimator for partially linear spatial autoregressive models

Z Zhang - Spatial Economic Analysis, 2013 - Taylor & Francis
We propose a pairwise difference estimator for partially linear spatial autoregressive models
with heteroscedastic or/and spatially correlated error terms. In comparison with other …

GWmodel: an R package for exploring spatial heterogeneity using geographically weighted models

I Gollini, B Lu, M Charlton, C Brunsdon… - arXiv preprint arXiv …, 2013 - arxiv.org
Spatial statistics is a growing discipline providing important analytical techniques in a wide
range of disciplines in the natural and social sciences. In the R package GWmodel, we …

[HTML][HTML] GMM estimation of a partially linear additive spatial error model

J Chen, S Cheng - Mathematics, 2021 - mdpi.com
This article presents a partially linear additive spatial error model (PLASEM) specification
and its corresponding generalized method of moments (GMM). It also derives consistency …

Applying the generalized-moments estimation approach to spatial problems involving micro-level data

KP Bell, NE Bockstael - Review of Economics and Statistics, 2000 - direct.mit.edu
The application of spatial econometrics techniques to microlevel data of firms or households
is problematic because of potentially large sample sizes and more-complicated spatial …

Spatial dynamic panel model and system GMM: a Monte Carlo investigation

M Kukenova, JA Monteiro - Available at SSRN 1300871, 2008 - papers.ssrn.com
This paper investigates the finite sample properties of estimators for spatial dynamic panel
models in the presence of several endogenous variables. So far, none of the available …

SPMLREG: Stata module to estimate the spatial lag, the spatial error, the spatial durbin, and the general spatial models by maximum likelihood

PW Jeanty - 2013 - econpapers.repec.org
spmlreg estimates the spatial lag, the spatial error, the spatial durbin, and the general spatial
(or spatial mixed) models by maximum likelihood. Optionally, at the end of the estimation …

Estimation of spatial autoregressive models with measurement error for large data sets

T Suesse - Computational Statistics, 2018 - Springer
Maximum likelihood (ML) estimation of spatial autoregressive models for large spatial data
sets is well established by making use of the commonly sparse nature of the contiguity …

[HTML][HTML] Liu-type pretest and shrinkage estimation for the conditional autoregressive model

M Al-Momani - Plos one, 2023 - journals.plos.org
Spatial regression models have recently received a lot of attention in a variety of fields to
address the spatial autocorrelation effect. One important class of spatial models is the …