Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515): Difference between revisions

@@ Property / cites work @@
+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
+Normal rank
@@ Property / cites work @@
+Estimation of Dynamic Models with Error Components
+Normal rank
@@ Property / cites work @@
+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
+Normal rank
@@ Property / cites work @@
+Fixed-Effects Dynamic Panel Models, a Factor Analytical Method
+Normal rank
@@ Property / cites work @@
+Theory and methods of panel data models with interactive effects
+Normal rank
@@ Property / cites work @@
+Testing for serial correlation, spatial autocorrelation and random effects using panel data
+Normal rank
@@ Property / cites work @@
+Initial conditions and moment restrictions in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrix estimation in approximate factor models
+Normal rank
@@ Property / cites work @@
+Nonconcave penalized likelihood with a diverging number of parameters.
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference on higher-order spatial autoregressive models with increasingly many parameters
+Normal rank
@@ Property / cites work @@
+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3747597
@@ Property / cites work: Q3747597 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3543468
@@ Property / cites work: Q3543468 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Non-Linear Least Squares Estimators
+Normal rank
@@ Property / cites work @@
+Panel data models with spatially correlated error components
+Normal rank
@@ Property / cites work @@
+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Estimation of spatial autoregressive panel data models with fixed effects
+Normal rank
@@ Property / cites work @@
+Efficient GMM estimation of spatial dynamic panel data models with fixed effects
+Normal rank
@@ Property / cites work @@
+Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
+Normal rank
@@ Property / cites work @@
+Q3605139
@@ Property / cites work: Q3605139 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Estimates Based on Partially Consistent Observations
+Normal rank
@@ Property / cites work @@
+Biases in Dynamic Models with Fixed Effects
@@ Property / cites work: Biases in Dynamic Models with Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating a spatial autoregressive model with an endogenous spatial weight matrix
+Normal rank
@@ Property / cites work @@
+Q5433282
@@ Property / cites work: Q5433282 / rank @@
+Normal rank
@@ Property / cites work @@
+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
+Normal rank