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TI  - Identification of Endogenous Social Effects: The Reflection Problem
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TI  - Better to give than to receive: Predictive directional measurement of volatility spillovers
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JO  - International Journal of Forecasting
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TI  - On the network topology of variance decompositions: Measuring the connectedness of financial firms
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JO  - Journal of Econometrics
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TI  - DeepAR: Probabilistic forecasting with autoregressive recurrent networks
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AU  - Valentín Flunkert
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AU  - Tim Januschowski
JO  - International Journal of Forecasting
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TI  - A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
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TI  - Identifying Technology Spillovers and Product Market Rivalry
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JO  - Econometrica
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TI  - Applied Spatial Econometrics: Raising the Bar
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JO  - Spatial Economic Analysis
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TI  - A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
AU  - Harry H. Kelejian
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JO  - International Economic Review
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TI  - Recurrent Neural Networks for Time Series Forecasting: Current status and future directions
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AU  - Christoph Bergmeir
AU  - Kasun Bandara
JO  - International Journal of Forecasting
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TI  - Estimation Methods for Models of Spatial Interaction
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TI  - Identification of peer effects through social networks
AU  - Yann Bramoullé
AU  - Habiba Djebbari
AU  - Bernard Fortin
JO  - Journal of Econometrics
PY  - 2009
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TY  - JOUR
TI  - Geographically Weighted Regression: A Natural Evolution of the Expansion Method for Spatial Data Analysis
AU  - A. Stewart Fotheringham
AU  - Martin E. Charlton
AU  - Chris Brunsdon
JO  - Environment and Planning A Economy and Space
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TI  - Identifying Agglomeration Spillovers: Evidence from Winners and Losers of Large Plant Openings
AU  - Michael A. Greenstone
AU  - Richard A. Hornbeck
AU  - Enrico Moretti
JO  - Journal of Political Economy
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TY  - JOUR
TI  - Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
AU  - Harry H. Kelejian
AU  - Ingmar R. Prucha
JO  - Journal of Econometrics
PY  - 2009
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UR  - https://doi.org/10.1016/j.jeconom.2009.10.025
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TY  - JOUR
TI  - Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
AU  - Lung‐fei Lee
JO  - Econometrica
PY  - 2004
VL  - 72
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