Empirical likelihood for panel data models with spatial errors (Q5081028): Difference between revisions

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+Q4510372
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+The econometrics of panel data. Fundamental and recent developments in theory and practice.
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+Testing panel data regression models with spatial error correlation.
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+Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
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+A review on empirical likelihood methods for regression
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+Some remarks on a pair of seemingly unrelated regression models
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+Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
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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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+Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
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+Seemingly unrelated regression models.
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+Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
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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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+Estimation Methods for Models of Spatial Interaction
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood for linear models
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+Q2756704
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+Empirical likelihood and general estimating equations
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+Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances
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+QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
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+QML estimation of dynamic panel data models with spatial errors
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+Some overall properties of seemingly unrelated regression models
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+Estimations of parametric functions under a system of linear regression equations with correlated errors
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+Weighted empirical likelihood inference.
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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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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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+Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
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+Empirical likelihood inference under stratified random sampling using auxiliary population information
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