Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772): Difference between revisions

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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Testing for serial correlation, spatial autocorrelation and random effects using panel data
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+Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
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+Initial conditions and moment restrictions in dynamic panel data models
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+The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
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+Consistent Estimation with a Large Number of Weak Instruments
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+Choosing the Number of Instruments
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+GMM with Many Moment Conditions
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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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+Large Sample Properties of Generalized Method of Moments Estimators
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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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+Panel data models with spatially correlated error components
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+On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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+Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
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+Estimating Panel Models With Internal and External Habit Formation
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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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+EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
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+A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
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+An efficient GMM estimator of spatial autoregressive models
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+NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
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+Consistent Estimates Based on Partially Consistent Observations
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+Biases in Dynamic Models with Fixed Effects
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+Estimation Methods for Models of Spatial Interaction
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+QML estimation of dynamic panel data models with spatial errors
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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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+Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
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+ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
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