Pages that link to "Item:Q515141"
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The following pages link to Spatial dynamic panel data models with interactive fixed effects (Q515141):
Displaying 17 items.
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Consistency without compactness of the parameter space in spatial econometrics (Q2069998) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Fixed effects spatial panel data models with time-varying spatial dependence (Q2209591) (← links)
- Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure (Q2224991) (← links)
- Spatial dynamic panel data models with correlated random effects (Q2658754) (← links)
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure (Q2673195) (← links)
- Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
- Scalable semiparametric spatio-temporal regression for large data analysis (Q6050902) (← links)
- Subspace clustering for panel data with interactive effects (Q6059401) (← links)
- Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
- Community network auto-regression for high-dimensional time series (Q6108298) (← links)
- Identifying latent group structures in spatial dynamic panels (Q6108336) (← links)
- Subnetwork estimation for spatial autoregressive models in large-scale networks (Q6170614) (← links)
- Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)
- Distributed estimation and inference for spatial autoregression model with large scale networks (Q6193070) (← links)