{"id":"https://openalex.org/W309665444","doi":null,"title":"Improved inference for spatial and panel models","display_name":"Improved inference for spatial and panel models","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W309665444","mag":"309665444"},"language":"en","primary_location":{"id":"pmh:oai:escholarship.org/ark:/13030/qt4r52q389","doi":null,"is_oa":true,"landing_page_url":"https://escholarship.org/uc/item/4r52q389","pdf_url":"https://escholarship.org/uc/item/4r52q389","source":{"id":"https://openalex.org/S4306400115","display_name":"eScholarship (California Digital Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2801248553","host_organization_name":"California Digital Library","host_organization_lineage":["https://openalex.org/I2801248553"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"etd"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://escholarship.org/uc/item/4r52q389","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101625008","display_name":"Min Seong Kim","orcid":"https://orcid.org/0000-0003-1299-5765","observed_orcids":["https://orcid.org/0000-0003-1299-5765"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Min Seong Kim","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0003-1299-5765","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5101625008"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/robust-inference","display_name":"robust inference","score":0.9139999747276306},{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"heteroscedasticity","score":0.8849999904632568},{"id":"https://openalex.org/keywords/spatiotemporal-dependencies","display_name":"spatiotemporal dependencies","score":0.9980000257492065},{"id":"https://openalex.org/keywords/wald-statistic","display_name":"Wald statistic","score":0.6859999895095825},{"id":"https://openalex.org/keywords/bandwidth-selection","display_name":"bandwidth selection","score":0.7160000205039978},{"id":"https://openalex.org/keywords/asymptotic-mean-squared-error","display_name":"asymptotic mean squared error","score":0.8199999928474426},{"id":"https://openalex.org/keywords/incidental-parameter-problem","display_name":"incidental parameter problem","score":0.7760000228881836},{"id":"https://openalex.org/keywords/bootstrap-bias-correction","display_name":"bootstrap bias correction","score":0.8790000081062317},{"id":"https://openalex.org/keywords/fixed-effects-estimator","display_name":"fixed effects estimator","score":0.7329999804496765},{"id":"https://openalex.org/keywords/spatial-panel-data-models","display_name":"spatial panel data models","score":0.3610000014305115}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7348188161849976},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7307175397872925},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.5850062370300293},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.4831770956516266},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.477070689201355},{"id":"https://openalex.org/C38689907","wikidata":"https://www.wikidata.org/wiki/Q6059509","display_name":"Invariant estimator","level":5,"score":0.4676828980445862},{"id":"https://openalex.org/C35594927","wikidata":"https://www.wikidata.org/wiki/Q2265984","display_name":"Efficient estimator","level":4,"score":0.4438899755477905},{"id":"https://openalex.org/C133939421","wikidata":"https://www.wikidata.org/wiki/Q6865379","display_name":"Minimax estimator","level":4,"score":0.4411265254020691},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.43330246210098267},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.37110501527786255},{"id":"https://openalex.org/C165646398","wikidata":"https://www.wikidata.org/wiki/Q3755281","display_name":"Minimum-variance unbiased estimator","level":3,"score":0.21548357605934143}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:escholarship.org/ark:/13030/qt4r52q389","doi":null,"is_oa":true,"landing_page_url":"https://escholarship.org/uc/item/4r52q389","pdf_url":"https://escholarship.org/uc/item/4r52q389","source":{"id":"https://openalex.org/S4306400115","display_name":"eScholarship (California Digital Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2801248553","host_organization_name":"California Digital Library","host_organization_lineage":["https://openalex.org/I2801248553"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"etd"},{"id":"mag:309665444","doi":null,"is_oa":false,"landing_page_url":"https://escholarship.org/content/qt4r52q389/qt4r52q389.pdf?t=n4w41b","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:escholarship.org/ark:/13030/qt4r52q389","doi":null,"is_oa":true,"landing_page_url":"https://escholarship.org/uc/item/4r52q389","pdf_url":"https://escholarship.org/uc/item/4r52q389","source":{"id":"https://openalex.org/S4306400115","display_name":"eScholarship (California Digital Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2801248553","host_organization_name":"California Digital Library","host_organization_lineage":["https://openalex.org/I2801248553"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"etd"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320332603","display_name":"University of California, San Diego","ror":"https://ror.org/0168r3w48"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W309665444.pdf","grobid_xml":"https://content.openalex.org/works/W309665444.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3124594808","https://openalex.org/W2114713519","https://openalex.org/W2168181178","https://openalex.org/W7099797803","https://openalex.org/W2949903999","https://openalex.org/W7099079033","https://openalex.org/W2123253516","https://openalex.org/W2073360864","https://openalex.org/W7046145550","https://openalex.org/W4394894090"],"abstract_inverted_index":{"Chapter":[0,261,367],"1":[1],"is":[2,47,76,87,166,263,369,450,454,499],"\"Heteroskedasticity":[3],"and":[4,33,89,114,134,156,207,255,266,278,299,306,320,340,406,424,453,485],"Spatiotemporal":[5],"Dependence":[6],"Robust":[7],"Inference":[8],"for":[9,21,374,511],"Linear":[10],"Panel":[11,380],"Models":[12],"with":[13,25,56,80,244,310,389,480],"Fixed":[14,375,382],"Effects.\"":[15],"This":[16,222,273,435],"chapter":[17,274,436],"studies":[18],"robust":[19],"inference":[20],"linear":[22,305],"panel":[23,387],"models":[24,309,388],"fixed":[26,390],"effects":[27,383,514],"in":[28,110,220,378,385,493],"the":[29,72,81,84,90,119,127,141,145,150,153,157,170,181,193,217,225,236,245,253,256,292,329,336,357,398,415,426,457,491,504],"presence":[30],"of":[31,36,59,69,74,112,121,144,159,172,196,204,227,270,284,287,318,356,397,496,503],"heteroskedasticity":[32,277],"spatiotemporal":[34],"dependence":[35,218,247],"unknown":[37],"forms.":[38],"We":[39,100,290,313,445,506],"propose":[40,188,508],"a":[41,96,131,189,348,431,438,467,477,481],"bivariate":[42],"kernel":[43,154],"covariance":[44,104,128,228,285],"estimator,":[45],"which":[46,178,239],"flexible":[48],"to":[49,78,95,123,175,216,235,242,302,304,466,472],"nest":[50],"existing":[51,108,237],"estimators":[52,109,238,295,384],"as":[53,418],"special":[54],"cases":[55],"certain":[57],"choices":[58],"bandwidths.":[60],"For":[61,183],"distributional":[62],"approximations,":[63],"we":[64,117,135,168,187,334,475],"consider":[65],"two":[66],"different":[67],"types":[68],"asymptotics.":[70],"When":[71,116],"level":[73,120],"smoothing":[75,122],"assumed":[77],"increase":[79],"sample":[82,354],"size,":[83],"proposed":[85,208],"estimator":[86,105,129,206,214,233,360,449],"consistent":[88,280],"associated":[91,427],"Wald":[92],"statistic":[93,147],"converges":[94],"chi":[97],"square":[98,199],"distribution.":[99],"show":[101,136,251],"that":[102,140,252,447,490],"our":[103,205,213,232,448,497],"improves":[106],"upon":[107],"terms":[111],"robustness":[113],"efficiency.":[115],"assume":[118],"be":[124],"held":[125],"fixed,":[126],"has":[130,430],"random":[132],"limit":[133],"by":[137,297,404],"asymptotic":[138,197,321,330],"expansion":[139],"limiting":[142],"distribution":[143,165],"test":[146],"depends":[148],"on":[149,192,328],"bandwidth":[151,185,209,338],"parameters,":[152],"function,":[155],"number":[158],"restrictions":[160],"being":[161],"tested.":[162],"As":[163],"this":[164,176],"nonstandard,":[167],"establish":[169,314],"validity":[171],"an":[173],"F-approximation":[174,254],"distribution,":[177],"greatly":[179],"facilitates":[180],"test.":[182],"optimal":[184,337],"selection,":[186],"procedure":[190,211,346],"based":[191],"upper":[194],"bound":[195],"mean":[198,323],"error":[200,325,492],"criterion.":[201],"The":[202,352],"flexibility":[203],"selection":[210,226],"make":[212],"adaptive":[215],"structure":[219],"data.":[221],"adaptiveness":[223,257],"automates":[224],"estimator.":[229,444],"That":[230],"is,":[231],"reduces":[234],"are":[240,361,421],"designed":[241],"cope":[243],"particular":[246],"structures.":[248],"Simulation":[249],"results":[250],"work":[258],"reasonably":[259],"well.":[260],"2":[262],"\"Spatial":[264],"Heteroskedasticity":[265],"Autocorrelation":[267],"Consistent":[268],"Estimation":[269],"Covariance":[271],"Matrix\".":[272],"considers":[275],"spatial":[276,293,308,358],"autocorrelation":[279],"(spatial":[281],"HAC)":[282],"estimation":[283,345],"matrices":[286],"parameter":[288,339,459],"estimators.":[289],"generalize":[291],"HAC":[294,359],"introduced":[296],"Kelejian":[298],"Prucha":[300],"(2007)":[301],"apply":[303],"nonlinear":[307,386],"moment":[311],"conditions.":[312],"its":[315,342],"consistency,":[316],"rate":[317,417],"convergence":[319],"truncated":[322,331],"squared":[324],"(MSE).":[326],"Based":[327],"MSE":[332],"criterion,":[333],"derive":[335],"suggest":[341],"data":[343],"dependent":[344],"using":[347],"parametric":[349,440],"plug-in":[350],"method.":[351],"finite":[353],"performances":[355],"evaluated":[362],"via":[363],"Monte":[364,486],"Carlo":[365,487],"simulation.":[366],"3":[368],"\"k-step":[370],"Bootstrap":[371],"Bias":[372],"Correction":[373],"Effects":[376],"Estimator":[377],"Nonlinear":[379],"Models.\"":[381],"T":[391,412,461],"usually":[392],"suffer":[393],"from":[394],"inconsistency":[395],"because":[396],"incidental":[399],"parameters":[400],"problem":[401],"first":[402],"noted":[403],"Neyman":[405],"Scott":[407],"(1948).":[408],"Moreover,":[409],"even":[410],"though":[411],"grows":[413,462],"at":[414,456],"same":[416],"n,":[419],"they":[420],"asymptotically":[422,451],"biased":[423],"therefore":[425],"confidence":[428,478],"interval":[429,479],"large":[432],"coverage":[433,494],"error.":[434],"proposes":[437],"k-step":[439],"bootstrap":[441,483],"bias":[442,473,509],"corrected":[443],"prove":[446],"normal":[452],"centered":[455],"true":[458],"if":[460],"faster":[463],"than":[464,501],"n":[465],"third":[468],"power.":[469],"In":[470],"addition":[471],"correction,":[474],"construct":[476],"double":[482],"procedure,":[484],"experiments":[488],"confirm":[489],"probability":[495],"CI's":[498],"smaller":[500],"those":[502],"alternatives.":[505],"also":[507],"correction":[510],"average":[512],"marginal":[513]},"counts_by_year":[],"updated_date":"2026-08-31T07:19:18.363097","created_date":"2016-06-24T00:00:00"}
