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Özel Aralık Girişi
Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
ECONOMETRICS, Vol. 3, No. 1, Ocak 2015, ISSN: EISSN 2225-1146
DOĞAN OSMAN
Osman Doğan Özgün Makale spatial dependence spatial moving average spatial autoregressive maximum likelihood estimator MLE asymptotics heteroskedasticity SARMA(11)
Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models
SPATIAL ECONOMIC ANALYSIS, Vol. 14, No. 2, Mart 2019, ISSN: 1742-1772
TAŞPINAR SÜLEYMAN, DOĞAN OSMAN, BERA ANİL K.
Osman Doğan Özgün Makale spatial autoregressive models generalized method of moments (GMM) heteroskedasticity heteroskedasticity-consistent covariance matrix estimator (HCCME) asymptotic variance efficiency standard errors inference
Testing Impact Measures in Spatial Autoregressive Models
INTERNATIONAL REGIONAL SCIENCE REVIEW, Vol. 43, Ocak 2020, ISSN: 0160-0176
ARBİA GİUSEPPE, BERA ANİL K., DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale spatial econometric models spatial autoregressive models impact measures asymptotic approximation standard errors inference MLE direct effects indirect effects total effects
GMM inference in spatial autoregressive models
ECONOMETRIC REVIEWS, Vol. 37, No. 9, Ocak 2018, ISSN: 0747-4938
TAŞPINAR SÜLEYMAN, DOĞAN OSMAN, VİJVERBERG WİM
Osman Doğan Özgün Makale Asymptotic variance efficiency GMM inference optimal GMME SARAR spatial autoregressive models variance correction Windmeijer correction
Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach
REGIONAL SCIENCE AND URBAN ECONOMICS, Vol. 45, Ocak 2014, ISSN: 0166-0462
DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale Spatial autoregressive models Unknown heteroskedasticity Robustness GMM Asymptotics MLE Markov Chain Monte Carlo (MCMC)
GMM estimation of spatial autoregressive models with moving average disturbances
Regional Science and Urban Economics, Vol. 43, Ocak 2013, ISSN: 0166-0462
DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale Spatial DependenceGMMSARMAAsymptotic

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