Pages that link to "Item:Q295707"

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):

Displayed 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)