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Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models
Süleyman Taşpınar
, Osman Doğan
,
Anil K. Bera
Economics
Finance
Agricultural and Consumer Economics
Statistics
Research output
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Article
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peer-review
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Dive into the research topics of 'Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models'. Together they form a unique fingerprint.
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Mathematics
Test Statistic
100%
Covariance Matrix
100%
Moment Estimator
100%
Method of Moment
100%
Autoregressive Model
100%
Linear Regression Model
100%
Type Covariance Matrix
100%
Least Square
50%
Monte Carlo
50%
Square Estimator
50%
Wald Test
50%
Effect Estimate
50%
Cross-Sectional Data
50%
Keyphrases
Heteroscedasticity
100%
Spatial Autoregressive Model
100%
Heteroskedasticity-consistent Covariance Matrix Estimator
100%
Covariance Matrix
37%
Statistical Methods
25%
Test Statistic
25%
Linear Regression Model
25%
Finite Sample Properties
25%
Spatial Econometrics
25%
Generalized Method of Moments Estimation
25%
Matrix Classes
25%
Monte Carlo Results
12%
Ordinary Least Squares Estimator
12%
Conventional Test
12%
Wald Test
12%
Model Coefficients
12%
Effect Estimates
12%
Impact Effect
12%
Extremum Estimators
12%
Economics, Econometrics and Finance
Econometric Model
100%
Spatial Econometrics
100%