Keyphrases
Spatial Autoregressive Model
100%
Test Statistic
85%
Finite Sample Properties
59%
Heteroscedasticity
54%
Spatial Panel Data Model
45%
Bayesian Estimation
41%
Parameter Misspecification
39%
Perturbation Term
37%
Spatial Dependence
35%
Generalized Method of Moments Estimation
35%
Size-dependent Properties
33%
Power Properties
33%
Bayesian Inference
31%
Spatiotemporal
31%
Volatility
31%
Generalized Method of Moments
29%
Deviance Information Criterion
29%
Spatial Autoregressive
29%
Spatial Modeling
27%
Monte Carlo Study
25%
Spatial Weight Matrix
24%
Robustness Testing
24%
Simple Test
23%
Likelihood Function
23%
Quasi-maximum Likelihood Estimation
22%
Score Function
22%
Spatial Dynamic Panel Data Model
21%
Moving Average
21%
House Price Returns
21%
Matrix Exponential
21%
Stochastic Volatility Model
21%
Harmonic Mean Method
21%
Simulation Study
21%
Linear Regression Model
18%
Integrated Likelihood
18%
Autoregressive Parameters
16%
Maximum Likelihood
15%
Spatial Lag
15%
Finite Sample Performance
15%
Matrix Exponential Spatial Specification
14%
Non-nested Models
14%
Nested Model Selection
14%
Model Selection
14%
Endogenous Spatial Weights Matrix
14%
Autoregressive Process
14%
Lagrange multiplier Test
14%
Chi-square Test
14%
Information Criteria
14%
Harmonic Mean Estimator
14%
Endogeneity
13%
Mathematics
Autoregressive Model
97%
Test Statistic
93%
Bayesian
58%
Method of Moment
57%
Misspecification
35%
Parametric
35%
Bayesian Inference
31%
Information Criterion
30%
Moment Estimator
29%
Model Selection
27%
Outcome Variable
26%
Linear Regression Model
26%
Monte Carlo Study
25%
Markov Chain Monte Carlo
23%
Simulation Study
21%
Dynamic Panel Data Model
21%
Exponential Matrix
21%
Stochastic Volatility Model
21%
Conditionals
21%
Maximum Likelihood
21%
Bayesian Estimation
21%
Harmonic Mean
21%
score function ψ
20%
Likelihood Function
18%
Deviance
18%
Heteroscedasticity
17%
Robust Test
15%
Null
15%
Gaussian Distribution
14%
Lagrange Multiplier Test
13%
Nested Model
13%
Score Test
12%
Error Term
12%
Skewness
12%
Kurtosis
12%
Asymptotic Variance
12%
Weight Matrix
12%
Monte Carlo
11%
Asymptotics
10%
Time Series Data
10%
Moving Average
10%
Gradient Test
10%
Tail Index
10%
Type Covariance Matrix
10%
Squared Test
10%
Simple Hypothesis
10%
Wald Test
10%
Nonlinear
10%
Covariance Matrix
10%
Covariance Structure
10%
