Pages that link to "Item:Q5952026"

The following pages link to A new semiparametric spatial model for panel time series (Q5952026):

Displaying 12 items.

• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
• Nonparametric spatial regression under near-epoch dependence (Q738148) (← links)
• Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Empirical likelihood for spatial dynamic panel data models (Q2151595) (← links)
• QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
• Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023) (← links)
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)