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 50 items.
- 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)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397) (← links)
- Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
- A space-time filter for panel data models containing random effects (Q452617) (← 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)
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Interpreting dynamic space-time panel data models (Q713935) (← 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)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias (Q1663316) (← links)
- Banded spatio-temporal autoregressions (Q1739642) (← links)
- Portal nodes screening for large scale social networks (Q1740287) (← links)
- Identification and estimation of linear social interaction models (Q2000837) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Consistency without compactness of the parameter space in spatial econometrics (Q2069998) (← links)
- A case study on the shareholder network effect of stock market data: an SARMA approach (Q2090415) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← 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)
- Fixed effects spatial panel data models with time-varying spatial dependence (Q2209591) (← links)
- A note on spatial-temporal lattice modeling and maximum likelihood estimation (Q2231021) (← links)
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models (Q2236863) (← links)
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks (Q2246634) (← 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)
- Testing spatial dependence in spatial models with endogenous weights matrices (Q2312976) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples (Q2419151) (← 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)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← 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 of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749) (← links)
- Spatial dynamic panel data models with correlated random effects (Q2658754) (← links)
- Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
- The Hausman test in a Cliff and Ord panel model (Q3018489) (← links)
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
