Pages that link to "Item:Q1410567"
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The following pages link to Testing panel data regression models with spatial error correlation. (Q1410567):
Displaying 50 items.
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
- Guest editorial. Analysis of spatially dependent data (Q280263) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397) (← links)
- Estimation for the multi-way error components model with ill-conditioned panel data (Q508103) (← links)
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices (Q515123) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
- Testing for random effects and spatial lag dependence in panel data models (Q958961) (← links)
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
- A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
- A note on the Cliff and Ord test for spatial correlation in panel models (Q988672) (← links)
- Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
- Testing for heteroskedasticity and spatial correlation in a two way random effects model (Q1615227) (← links)
- Maximum likelihood estimation of spatially and serially correlated panels with random effects (Q1621373) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Testing spatial effects and random effects in a nested panel data model (Q1663962) (← links)
- A robust test for network generated dependence (Q1792482) (← links)
- Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
- On testing for sphericity with non-normality in a fixed effects panel data model (Q2018631) (← links)
- Estimation of partially specified spatial panel data models with random-effects (Q2018881) (← links)
- Empirical likelihood for spatial dynamic panel data models (Q2151595) (← links)
- Robust estimation and inference of spatial panel data models with fixed effects (Q2195536) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option (Q2353849) (← links)
- Nonparametric estimation of the marginal effect in fixed-effect panel data models (Q2418504) (← links)
- The spatial time lag in panel data models (Q2440396) (← links)
- Locally adjusted LM test for spatial dependence in fixed effects panel data models (Q2446475) (← links)
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components (Q2979581) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS (Q3408528) (← links)
- Testing for random effects in panel models with spatially correlated disturbances (Q3542548) (← links)
- Five Diagnostic Tests for Unobserved Cluster Effects (Q3589999) (← links)
- ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS (Q4933582) (← links)
- Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors (Q5057324) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)
- A Generalized Spatial Panel Data Model with Random Effects (Q5080586) (← links)
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (Q5080587) (← links)
- Empirical likelihood for panel data models with spatial errors (Q5081028) (← links)
- Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
