-
2
-
-
0033484662
-
A Monte Carlo estimator of the log determinant of large sparse matrices
-
Barry R, Pace RK (1999) A Monte Carlo estimator of the log determinant of large sparse matrices. Lin Algebra Appl 289:41-54
-
(1999)
Lin Algebra Appl
, vol.289
, pp. 41-54
-
-
Barry, R.1
Pace, R.K.2
-
3
-
-
12144283074
-
Demand for environmental quality: A spatial hedonic analysis
-
Brasington DM, Hite D (2005) Demand for environmental quality: a spatial hedonic analysis. Reg Sci Urban Econ 35:57-82
-
(2005)
Reg Sci Urban Econ
, vol.35
, pp. 57-82
-
-
Brasington, D.M.1
Hite, D.2
-
5
-
-
0000118791
-
Estimation of regression coefficients in the presence of spatially autocorrelated error terms
-
Dubin R (1988) Estimation of regression coefficients in the presence of spatially autocorrelated error terms. Rev Econ Stat 70:466-474
-
(1988)
Rev Econ Stat
, vol.70
, pp. 466-474
-
-
Dubin, R.1
-
6
-
-
85014402282
-
Endogeneity in a spatial context: Properties of estimators
-
In: Páez A, Le Gallo J, Buliung R, Dall’Erba S, Springer, Berlin
-
Fingelton B, Le Gallo J (2009) Endogeneity in a spatial context: properties of estimators. In: Páez A, Le Gallo J, Buliung R, Dall’Erba S (eds) Progress in spatial analysis: methods and applications. Springer, Berlin: 59-73
-
(2009)
Progress in Spatial Analysis: Methods and Applications
, pp. 59-73
-
-
Fingelton, B.1
Le Gallo, J.2
-
7
-
-
0002882706
-
A fast Monte Carlo cross-validation procedure for large least squares problems with noisy data
-
Girard DA (1989) A fast Monte Carlo cross-validation procedure for large least squares problems with noisy data. Numer Math 56:1-23
-
(1989)
Numer Math
, vol.56
, pp. 1-23
-
-
Girard, D.A.1
-
8
-
-
0003498504
-
-
Corrected and enlarged edition, Academic, Orlando
-
Gradshteyn IS, Ryzhik IM (1980) Table of integrals, series, and products. Corrected and enlarged edition, Academic, Orlando
-
(1980)
Table of Integrals, Series, and Products
-
-
Gradshteyn, I.S.1
Ryzhik, I.M.2
-
9
-
-
0032373368
-
A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances
-
Kelejian HH, Prucha IR (1998) A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances. J R Estate Finance Econ 17:99-121
-
(1998)
J R Estate Finance Econ
, vol.17
, pp. 99-121
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
10
-
-
33947588317
-
The relative efficiencies of various predictors in spatial econometric models containing spatial lags
-
Kelejian HH, Prucha IR (2007) The relative efficiencies of various predictors in spatial econometric models containing spatial lags. Reg Sci Urban Econ 37:363-374
-
(2007)
Reg Sci Urban Econ
, vol.37
, pp. 363-374
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
11
-
-
8344266845
-
Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models
-
Lee LF (2004) Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models. Econometrica 72:1899-1926
-
(2004)
Econometrica
, vol.72
, pp. 1899-1926
-
-
Lee, L.F.1
-
13
-
-
0012594104
-
-
Sept. 2009
-
LeSage JP (1999) Spatial econometrics. Unpublished manuscript available at www.spatial-econometrics.com. Sept. 2009
-
(1999)
Spatial Econometrics
-
-
Lesage, J.P.1
-
14
-
-
34547547970
-
A matrix exponential spatial specification
-
LeSage JP, Pace RK (2007) A matrix exponential spatial specification. J Econom 140:190-214
-
(2007)
J Econom
, vol.140
, pp. 190-214
-
-
Lesage, J.P.1
Pace, R.K.2
-
16
-
-
0001196683
-
Maximum likelihood estimation of models for residual covariance in spatial regression
-
Mardia KV, Marshall RJ (1984) Maximum likelihood estimation of models for residual covariance in spatial regression. Biometrika 71:135-146
-
(1984)
Biometrika
, vol.71
, pp. 135-146
-
-
Mardia, K.V.1
Marshall, R.J.2
-
17
-
-
0031286472
-
Performing large-scale spatial autoregressions
-
Pace RK (1997) Performing large-scale spatial autoregressions. Econ Lett 54:283-291
-
(1997)
Econ Lett
, vol.54
, pp. 283-291
-
-
Pace, R.K.1
|