Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients

H Wei, Y Sun - Spatial Economic Analysis, 2017 - Taylor & Francis
Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-
varying coefficients. Spatial Economic Analysis. The spatial model with space-varying …

Raising the bar (5)

P Elhorst, M Abreu, P Amaral… - Spatial Economic …, 2017 - Taylor & Francis
ABSTRACT Raising the bar (5). Spatial Economic Analysis. This editorial summarizes and
comments on the papers published in this issue 12 (1) so as to raise the bar in applied …

GMM estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

O Dogan, S Taspinar - Available at SSRN 2227163, 2013 - papers.ssrn.com
We consider a spatial econometric model containing a spatial lag in the dependent variable
and the disturbance term with an unknown form of heteroskedasticity in innovations. We first …

GMM inference in spatial autoregressive models

S Taşpınar, O Doğan, WPM Vijverberg - Econometric Reviews, 2018 - Taylor & Francis
In this study, we investigate the finite sample properties of the optimal generalized method of
moments estimator (OGMME) for a spatial econometric model with a first-order spatial …

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 …

General spatial model meets adaptive shrinkage generalized moment estimation: Simultaneous model and moment selection

Y Song, Y Liu, X Zhang, Y Wang - Spatial Statistics, 2023 - Elsevier
Spatial data are widely used in various scenarios of life and are highly valued, and their
analysis and research have achieved remarkable results. Spatial data have spatial effects …

Semiparametric GMM estimation of spatial autoregressive models

L Su - Journal of Econometrics, 2012 - Elsevier
We propose semiparametric GMM estimation of semiparametric spatial autoregressive
(SAR) models under weak moment conditions. In comparison with the quasi-maximum …

Alternative GMM estimators for spatial regression models

J Breitung, C Wigger - Spatial Economic Analysis, 2018 - Taylor & Francis
Using approximations of the score of the log-likelihood function, we derive moment
conditions for estimating spatial regression models, starting with the spatial error model. Our …

Semiparametric estimation and testing of smooth coefficient spatial autoregressive models

E Malikov, Y Sun - Journal of Econometrics, 2017 - Elsevier
This paper considers a flexible semiparametric spatial autoregressive (mixed-regressive)
model in which unknown coefficients are permitted to be nonparametric functions of some …

Spatial semiparametric model with endogenous regressors

N Jenish - Econometric Theory, 2016 - cambridge.org
This paper proposes a semiparametric generalized method of moments estimator (GMM)
estimator for a partially parametric spatial model with endogenous spatially dependent …