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

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+Estimation of Dynamic Models with Error Components
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+Formulation and estimation of dynamic models using panel data
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+Cross-Section Regression with Common Shocks
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+The econometrics of panel data. Fundamental and recent developments in theory and practice.
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+Panel Data Models With Interactive Fixed Effects
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+A Generalized Spatial Panel Data Model with Random Effects
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+Testing for serial correlation, spatial autocorrelation and random effects using panel data
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+Testing panel data regression models with spatial error correlation.
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+Q4671207
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+Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
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+ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
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+A new semiparametric spatial model for panel time series
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+Matrix Analysis
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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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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+Estimation of spatial autoregressive panel data models with fixed effects
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+A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
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+Q3605139
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+GMM estimation of spatial autoregressive models with unknown heteroskedasticity
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+Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
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+DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
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+The Hausman test in a Cliff and Ord panel model
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+A space-time filter for panel data models containing random effects
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Large panels with common factors and spatial correlation
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Efficient estimation of the semiparametric spatial autoregressive model
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+Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
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+Sieve estimation of panel data models with cross section dependence
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+Semiparametric GMM estimation of spatial autoregressive models
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+QML estimation of dynamic panel data models with spatial errors
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+Q4869532
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+Functional form and spatial dependence in dynamic panels
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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 OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
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