A spatial panel quantile model with unobserved heterogeneity (Q2106401): Difference between revisions

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+The Network Origins of Aggregate Fluctuations
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+Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
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+Quantile and Probability Curves Without Crossing
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+Common risk factors in the returns on stocks and bonds
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+Fixed-effects dynamic spatial panel data models and impulse response analysis
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+Efficient estimation of heterogeneous coefficients in panel data models with common shocks
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+GMM estimation of spatial autoregressive models with unknown heteroskedasticity
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+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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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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+Multivariate spatial autoregressive model for large scale social networks
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