SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
12 references·0 citing·38 second hop
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (2010)Spatial heteroskedasticity and autocorrel…HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (2011)HIGHER-ORDER ACCURATE, POSITI…Spatial correlation robust inference with errors in location or distance (2007)Spatial correlation robust in…HAC estimation in a spatial framework (2006)HAC estimation in a spatial f…Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models (2004)Asymptotic Distributions of Q…Spatial Price Competition: A Semiparametric Approach (2002)Spatial Price Competition: A …The Wild Bootstrap, Tamed at Last (2001)The Wild Bootstrap, Tamed at …GMM estimation with cross sectional dependence (1999)GMM estimation with cross sec…A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances (1998)A Generalized Spatial Two-Sta…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Spatial Econometrics: Methods and Models (1989)Spatial Econometrics: Methods…Spatial Econometrics: Methods and Models (1988)Spatial Econometrics: Methods…Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)STATISTICS FOR SPATIAL DATA (1992)Cultural Biases in Economic Exchange? * (2009)The Slave Trade and the Origins of Mistrust in Africa (2011)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)A New Approach to Consumer Theory (1966)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Chapter 58 Agglomeration and economic geography (2004)Testing for serial correlation, spatial autocorrelation and random effects using panel data (2006)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Errors in variables and spatial effects in hedonic house price models of ambient air quality (2007)A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* (2009)PySAL: A Python Library of Spatial Analytical Methods (2009)Statistics for Spatial Data (1993)Panel data models with spatially correlated error components (2006)Estimation of spatial autoregressive panel data models with fixed effects (2009)Thirty years of spatial econometrics (2010)Modelling Extremal Events (1997)Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise (2004)Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices (2015)Unsupervised Self-Normalized Change-Point Testing for Time Series (2017)Time Series Regression with a Unit Root (1987)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)The Analysis of Spatial Association by Use of Distance Statistics (1992)Local Indicators of Spatial Association—LISA (1995)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (2009)Applied Spatial Econometrics: Raising the Bar (2010)Democracy Does Cause Growth (2018)Simple diagnostic tests for spatial dependence (1996)Local Geographic Spillovers between University Research and High Technology Innovations (1997)
this work references cited by second hop

References

  • 1988Spatial Econometrics: Methods and Models9,595 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999GMM estimation with cross sectional dependence2,683 cited
  • 1989Spatial Econometrics: Methods and Models1,987 cited
  • 1998A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances1,979 cited
  • 2004Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models1,035 cited
  • 2002Spatial Price Competition: A Semiparametric Approach448 cited
  • 2006HAC estimation in a spatial framework404 cited
  • 2011HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES112 cited
  • 2007Spatial correlation robust inference with errors in location or distance89 cited
  • 2001The Wild Bootstrap, Tamed at Last57 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work