Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2016.05.014 / rank
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Property / arXiv ID: 1505.01177 / rank
 
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Property / cites work: Testing panel data regression models with spatial error correlation. / rank
 
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Property / cites work: Nonlinear time series. Nonparametric and parametric methods / rank
 
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Property / cites work: GMM estimation of spatial autoregressive models with unknown heteroskedasticity / rank
 
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Property / cites work: Some mixing properties of time series models / rank
 
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Property / cites work: Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large / rank
 
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Property / cites work: Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration / rank
 
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Property / DOI: 10.1016/J.JECONOM.2016.05.014 / rank
 
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Latest revision as of 13:57, 9 December 2024

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Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
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    Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (English)
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    6 September 2016
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    \(\alpha\)-mixing
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    dynamic panels
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    high dimensionality
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    least squares estimation
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    spatial autoregression
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    stationarity
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