Pages that link to "Item:Q295707"
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The following pages link to Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707):
Displaying 12 items.
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Estimation and model selection in general spatial dynamic panel data models (Q5854827) (← links)
- Scalable semiparametric spatio-temporal regression for large data analysis (Q6050902) (← links)
- Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China (Q6069496) (← links)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
- Identifying latent group structures in spatial dynamic panels (Q6108336) (← links)
- Recognition and variable selection in sparse spatial panel data models with fixed effects (Q6138718) (← links)
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)
- Imputed quantile tensor regression for near-sited spatial-temporal data (Q6168920) (← links)
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
- Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)
