365 Fifth Avenue, 5th Floor
New York, NY 10016
United States
CUNY The Graduate Center - Department of Economics
Spatial autoregressive models, Unknown heteroskedasticity, Robustness, GMM, Asymptotics, MLE
Rao's score test, Lagrange multiplier test, robust LM test, specification testing, locally misspecified model, QMLE, inference
Spatial dynamic panel data model, SDPD, LM tests, MLE, Spatial dependence, Robust LM tests
Stochastic volatility, Spatial stochastic volatility, SAR model, Spatial dependence, Bayesian inference, MCMC, Bayes factor, Specification testing
Endogenous spatial weights matrix, SAR model, Rao's score test, LM test, Robust LM test, Inference, Specification testing, Parametric misspecification
Spatial Autoregressive Models, SARAR, GMM, Heteroskedasticity, HCCME, Asymptotic Variance, Efficiency, Standard Errors, Inference
Endogenous Spatial Weights Matrix, SARAR Model, Rao's Score Test, Lagrange Multiplier Test, LM Test, Robust LM Test, Inference, Specification Testing, Parametric Misspecification
Spatial dependence, Spatial Moving Average, Spatial Autoregressive, Maximum Likelihood Estimator, MLE, Asymptotics, Heteroskedasticity, SARMA
Rao's Score Test, Lagrange Multiplier Test, LM Test, Robust LM Test, Specification Test, Spatial Models, Spatial Panel Data Models
Variance, Asymptotic variance, MLE, QMLE, Inference, Test statistics, Skewness statistic, Kurtosis statistic, The Cox's statistic, The information matrix test, the Durbin's h-statistic
QMLE, Rao’s Score Test, Lagrange Multiplier Tests, LM Test, Robust LM Test, Inference, Specification Testing, Distributional Misspecification, Parametric Misspecification
Spatial autoregressive models, Unknown heteroskedasticity, Robustness, GMM, Asymptotics, MLE, Markov Chain Monte Carlo (MCMC)
Spatial dependence, Spatial autocorrelation, Spatial moving average process, SMA, SARMA, GMM, Asymptotics
