Pages that link to "Item:Q2451772"
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The following pages link to Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772):
Displaying 30 items.
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices (Q515123) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
- Spatial dynamic models with intertemporal optimization: specification and estimation (Q2190241) (← links)
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks (Q2246634) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Spatial dynamic panel data models with correlated random effects (Q2658754) (← links)
- Estimation and inference in spatial models with dominant units (Q2658761) (← links)
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure (Q2673195) (← links)
- JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS (Q4554605) (← links)
- Bayesian local influence analysis of skew-normal spatial dynamic panel data models (Q4960690) (← links)
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES (Q5378500) (← links)
- Estimation and model selection in general spatial dynamic panel data models (Q5854827) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Penalized quantile regression for spatial panel data with fixed effects (Q5875324) (← links)
- Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)
- Identifying latent group structures in spatial dynamic panels (Q6108336) (← links)
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
- Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)
- Spatial dynamic panel models with missing data (Q6548835) (← links)
- Mutual influence regression model (Q6593384) (← links)
- Robust two-stage estimation in general spatial dynamic panel data models (Q6594995) (← links)