Pages that link to "Item:Q280270"
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The following pages link to Panel data models with spatially correlated error components (Q280270):
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)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- Estimating models of complex FDI: are there third-country effects? (Q280283) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← 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)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
- Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← 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)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Forecasting with spatial panel data (Q1927120) (← links)
- An unbalanced spatial panel data approach to US state tax competition (Q1927908) (← links)
- Serial and spatial error correlation (Q1934890) (← links)
- Estimation of partially specified spatial panel data models with random-effects (Q2018881) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Empirical likelihood for spatial dynamic panel data models (Q2151595) (← links)
- First difference estimation of spatial dynamic panel data models with fixed effects (Q2179762) (← links)
- Spatial dynamic models with intertemporal optimization: specification and estimation (Q2190241) (← links)
- Robust estimation and inference of spatial panel data models with fixed effects (Q2195536) (← links)
- Spatial system estimators for panel models: a sensitivity and simulation study (Q2229856) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects (Q2343835) (← links)
- Determinants of firm-level domestic sales and exports with spillovers: evidence from China (Q2398613) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- The spatial time lag in panel data models (Q2440396) (← links)
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
- Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
- Estimation and inference in spatial models with dominant units (Q2658761) (← links)
- Asymptotics of improved generalized moment estimators for spatial autoregressive error models (Q2811407) (← links)
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components (Q2979581) (← links)
- The Hausman test in a Cliff and Ord panel model (Q3018489) (← links)
- (Q5011427) (← links)
- Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)
