Estimation and variable selection for high-dimensional spatial dynamic panel data models

Cites Work

Estimation of spatial autoregressive panel data models with fixed effects
A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
Another look at the instrumental variable estimation of error-components models
Nearly unbiased variable selection under minimax concave penalty
A stepwise regression method and consistent model selection for high-dimensional sparse linear models
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Panel data models with spatially correlated error components
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
Spatial dynamic panel data models with interactive fixed effects
On model selection from a finite family of possibly misspecified time series models
Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
Multivariate regression models for panel data
Dynamic spatial panel data models with common shocks
Model selection for high-dimensional linear regression with dependent observations
Fixed-effects dynamic spatial panel data models and impulse response analysis
Variable selection for high-dimensional regression models with time series and heteroscedastic errors
Least squares estimation of spatial autoregressive models for large-scale social networks
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Spatial dynamic panel data models with correlated random effects
Analysis of Covariance with Qualitative Data
An Exponential Family of Probability Distributions for Directed Graphs
Estimation Methods for Models of Spatial Interaction
On the Pooling of Time Series and Cross Section Data
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Linear Regression Limit Theory for Nonstationary Panel Data
ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
Variable selection and estimation for high‐dimensional spatial autoregressive models
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
Estimation and model selection in general spatial dynamic panel data models
Unnamed Item