Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014): Difference between revisions

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+Dynamic spatial panel data models with common shocks
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+Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
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+A simple approach to quantile regression for panel data
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+Instrumental quantile regression inference for structural and treatment effect models
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+Q4370586
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+Wild bootstrap for quantile regression
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+Bootstrap inference for linear dynamic panel data models with individual fixed effects
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+A simple resampling method by perturbing the minimand
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+Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
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+Regression Quantiles
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+Goodness of Fit and Related Inference Processes for Quantile Regression
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+<i>L</i>-estimatton for linear heteroscedastic models
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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+EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
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+Estimation of spatial autoregressive panel data models with fixed effects
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+Efficient GMM estimation of spatial dynamic panel data models with fixed effects
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+Spatial dynamic panel data models with correlated random effects
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+GMM estimation of spatial autoregressive models with unknown heteroskedasticity
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+Bootstrap procedures under some non-i.i.d. models
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+On the Pooling of Time Series and Cross Section Data
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+Consistent Estimates Based on Partially Consistent Observations
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+QML estimation of dynamic panel data models with spatial errors
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+Jackknife, bootstrap and other resampling methods in regression analysis
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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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+Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity
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