Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749): Difference between revisions

@@ Property / cites work @@
+RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
+Normal rank
@@ Property / cites work @@
+A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
+Normal rank
@@ Property / cites work @@
+Inferring the rank of a matrix
@@ Property / cites work: Inferring the rank of a matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Estimation of simultaneous systems of spatially interrelated cross sectional equations.
+Normal rank
@@ Property / cites work @@
+The origin of spatial interaction
@@ Property / cites work: The origin of spatial interaction / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse response analysis in nonlinear multivariate models
+Normal rank
@@ Property / cites work @@
+Estimating Panel Models With Internal and External Habit Formation
+Normal rank
@@ Property / cites work @@
+Likelihood‐based cointegration tests in heterogeneous panels
+Normal rank
@@ Property / cites work @@
+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
+Normal rank
@@ Property / cites work @@
+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
+Normal rank
@@ Property / cites work @@
+ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
+Normal rank
@@ Property / cites work @@
+Q3605139
@@ Property / cites work: Q3605139 / rank @@
+Normal rank
@@ Property / cites work @@
+Unit root tests in panel data: asymptotic and finite-sample properties
+Normal rank
@@ Property / cites work @@
+Fixed-effects dynamic spatial panel data models and impulse response analysis
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation Methods for Models of Spatial Interaction
+Normal rank
@@ Property / cites work @@
+Exploiting cross-section variation for unit root inference in dynamic data
+Normal rank
@@ Property / cites work @@
+TESTS OF RANK
@@ Property / cites work: TESTS OF RANK / rank @@
+Normal rank
@@ Property / cites work @@
+QML estimation of dynamic panel data models with spatial errors
+Normal rank
@@ Property / cites work @@
+Q5626055
@@ Property / cites work: Q5626055 / rank @@
+Normal rank
@@ Property / cites work @@
+Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
+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
@@ Property / cites work @@
+Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
+Normal rank