QML estimation of dynamic panel data models with spatial errors (Q2343773): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jeconom.2014.11.002 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Estimation of Dynamic Models with Error Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Formulation and estimation of dynamic models using panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cross-Section Regression with Common Shocks / rank
 
Normal rank
Property / cites work
 
Property / cites work: The econometrics of panel data. Fundamental and recent developments in theory and practice. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Panel Data Models With Interactive Fixed Effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized Spatial Panel Data Model with Random Effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for serial correlation, spatial autocorrelation and random effects using panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing panel data regression models with spatial error correlation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4671207 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new semiparametric spatial model for panel time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Panel data models with spatially correlated error components / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic distribution of the Moran \(I\) test stastistic with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of spatial autoregressive panel data models with fixed effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3605139 / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM estimation of spatial autoregressive models with unknown heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Hausman test in a Cliff and Ord panel model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A space-time filter for panel data models containing random effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large panels with common factors and spatial correlation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic panel estimation and homogeneity testing under cross section dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of the semiparametric spatial autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sieve estimation of panel data models with cross section dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric GMM estimation of spatial autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: QML estimation of dynamic panel data models with spatial errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional form and spatial dependence in dynamic panels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JECONOM.2014.11.002 / rank
 
Normal rank

Latest revision as of 02:38, 18 December 2024

scientific article
Language Label Description Also known as
English
QML estimation of dynamic panel data models with spatial errors
scientific article

    Statements

    QML estimation of dynamic panel data models with spatial errors (English)
    0 references
    0 references
    0 references
    6 May 2015
    0 references
    bootstrap standard errors
    0 references
    dynamic panel
    0 references
    fixed effects
    0 references
    initial observations
    0 references
    quasi maximum likelihood
    0 references
    random effects
    0 references
    spatial error dependence
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references