ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS (Q4933582): Difference between revisions

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+MaRDI publication profile
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+On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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+The origin of spatial interaction
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+Panel data models with spatially correlated error components
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+Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Testing panel data regression models with spatial error correlation.
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+Testing for serial correlation, spatial autocorrelation and random effects using panel data
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+Testing for a unit root in panels with dynamic factors
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+Formulation and estimation of dynamic models using panel data
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+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+https://doi.org/10.1017/s0266466609990600
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+W2092503608
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