GMM estimators for binary spatial models in R

G Piras, M Sarrias - Journal of Statistical Software, 2023 - jstatsoft.org
Despite the huge availability of software to estimate cross-sectional spatial models, there are
only few functions to estimate models dealing with spatial limited dependent variable. This …

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 …

Efficient GMM estimation of a cliff and ord panel data model with random effects

G Piras - Spatial Economic Analysis, 2013 - Taylor & Francis
The present paper suggests an estimation procedure for a Cliff and Ord type spatial panel
data model with random effects. Building on existing literature, the paper suggests an …

GMM estimation of partially linear single-index spatial autoregressive model

S Cheng, J Chen, X Liu - Spatial Statistics, 2019 - Elsevier
This paper studies the generalized method of moment (GMM) estimation of partially linear
single-index spatial autoregressive model (PLSISARM). The asymptotic normality of the …

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 …

Interpreting spatial regression models with multiplicative interaction explanatory variables

Y Sheng, JP LeSage - Journal of Geographical Systems, 2021 - Springer
Use of multiplicative interaction of explanatory variables has been a standard practice in the
regression modeling literature, and estimation of the parameters of such a model in the case …

Bias correction and refined inferences for fixed effects spatial panel data models

Z Yang, J Yu, SF Liu - Regional Science and Urban Economics, 2016 - Elsevier
This paper first presents simple methods for conducting up to third-order bias and variance
corrections for the quasi maximum likelihood (QML) estimators of the spatial parameter (s) in …

Comparing implementations of estimation methods for spatial econometrics

R Bivand, G Piras - Journal of Statistical Software, 2015 - jstatsoft.org
Recent advances in the implementation of spatial econometrics model estimation
techniques have made it desirable to compare results, which should correspond between …

Estimating a spatial autoregressive model with an endogenous spatial weight matrix

X Qu, L Lee - Journal of Econometrics, 2015 - Elsevier
The spatial autoregressive (SAR) model is a standard tool for analyzing data with spatial
correlation. Conventional estimation methods rely on the key assumption that the spatial …

Local linear estimation of spatially varying coefficient models: an improvement on the geographically weighted regression technique

N Wang, CL Mei, XD Yan - Environment and Planning A, 2008 - journals.sagepub.com
Geographically weighted regression (GWR), as a useful method for exploring spatial non-
stationarity of a regression relationship, has been applied to a variety of areas. In this …