Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models-Reference-Cited by-同舟云学术

Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models

Published:2018-12-23 Issue:2 Volume:14 Page:241-268
ISSN:1742-1772
Container-title:Spatial Economic Analysis
language:en
Short-container-title:Spatial Economic Analysis

Author:

Taşpınar Süleyman¹,Doğan Osman²,Bera Anil K.²

Affiliation:

1. Department of Economics, Queens College, The City University of New York, New York, NY, USA.

2. Department of Economics, University of Illinois at Urbana-Champaign, Champaign, IL, USA.

Funder

the City University of New York High Performance Computing Center

Publisher

Informa UK Limited

Subject

Earth and Planetary Sciences (miscellaneous),Statistics, Probability and Uncertainty,General Economics, Econometrics and Finance,Geography, Planning and Development

Link

https://www.tandfonline.com/doi/pdf/10.1080/17421772.2019.1549366

Reference50 articles.

1. Inference for Misspecified Models With Fixed Regressors

2. Spatial Econometrics: Methods and Models

3. A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*

4. Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances

5. Estimating and Forecasting with a Dynamic Spatial Panel Data Model*

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