Page 454 - Special Topic Session (STS) - Volume 3
P. 454
STS555 Mohamed Salem Ahmed et al.
3. Carroll, R. J., Fan, J., Gijbels, I., and Wand, M. P. (1997). Generalized
partially linear single-index models. Journal of the American Statistical
Association, 92(438):477–489.
4. Conley, T. G. (1999). Gmm estimation with cross sectional dependence.
Journal of econometrics, 92(1):1–45.
5. Cressie, N. A. (1993). Statistics for spatial data. Wiley.
6. Fleming, M. M. (2004). Techniques for estimating spatially dependent
discrete choice models. In Advances in spatial econometrics, pages 145–
168. Springer.
7. Garthoff, R. and Otto, P. (2017). Control charts for multivariate spatial
autoregressive models. AStA Adv. Stat. Anal., 101(1):67–94.
8. Hastie, T. J. and Tibshirani, R. J. (1990). Generalized additive models,
volume 43. CRC Press.
9. Kelejian, H. H. and Prucha, I. R. (1999). A generalized moments estimator
for the autoregressive parameter in a spatial model. Internat. Econom.
Rev., 40(2):509–533.
10. Lee, L.-F. (2004). Asymptotic distributions of quasi-maximum likelihood
estimators for spatial autore-gressive models. Econometrica, 72(6):1899–
1925.
11. Pinkse, J. and Slade, M. E. (1998). Contracting in space: An application of
spatial statistics to discrete-choice models. Journal of Econometrics,
85(1):125–154.
12. Poirier, D. J. and Ruud, P. A. (1988). Probit with dependent observations.
The Review of Economic Studies, 55(4):593–614.
13. Robinson, P. M. (2011). Asymptotic theory for nonparametric regression
with spatial data. Journal of Econometrics, 165(1):5–19.
14. Severini, T. A. and Staniswalis, J. G. (1994). Quasi-likelihood estimation in
semiparametric models. Journal of the American statistical Association,
89(426):501–511.
15. Severini, T. A. and Wong, W. H. (1992). Profile likelihood and conditionally
parametric models. The Annals of statistics, pages 1768–1802.
16. Smirnov, O. A. (2010). Modeling spatial discrete choice. Regional science
and urban economics, 40(5):292–298.
17. Su, L. (2012). Semiparametric gmm estimation of spatial autoregressive
models. Journal of Econometrics, 167(2):543–560.
18. Wang, H., Iglesias, E. M., and Wooldridge, J. M. (2013). Partial maximum
likelihood estimation of spatial probit models. Journal of Econometrics,
172(1):77–89.
443 | I S I W S C 2 0 1 9