Estimation of partially specified spatial panel data models with fixed-effects
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Cites work
- A generalized spatial panel data model with random effects
- A spatial dynamic panel data model with both time and individual fixed effects
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Contracting in space: An application of spatial statistics to discrete-choice models
- Convergence rates and asymptotic normality for series estimators
- Convergence rates for parametric components in a partly linear model
- Efficient estimation of models for dynamic panel data
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- Efficient Estimation Using Panel Data
- Estimation of panel data partly specified Tobit regression with fixed effects
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- Estimation of spatial autoregressive panel data models with fixed effects
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- Panel data models with spatially correlated error components
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Root-N-Consistent Semiparametric Regression
- Semiparametric estimation of partially linear panel data models
- Simultaneous equations and panel data
- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Testing panel data regression models with spatial error correlation.
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
Cited in
(30)- Estimation of spatial autoregressive models with covariate measurement errors
- Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
- Fixed effects spatial panel data models with time-varying spatial dependence
- Spatial system estimators for panel models: a sensitivity and simulation study
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Panel threshold spatial Durbin models with individual fixed effects
- Interquantile shrinkage in spatial additive autoregressive models
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model
- Estimation and testing of a higher-order partially linear spatial autoregressive model
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
- Statistical inference for semiparametric varying -coefficient spatial autoregressive models under restricted conditions
- Peter Schmidt: Econometrician and consummate professional
- Penalized quantile regression for spatial panel data with fixed effects
- Automatic variable selection for semiparametric spatial autoregressive model
- Laplace transform for the compound Poisson risk model with a strategy of partial payment of premiums to shareholders and dependence between claim amounts and the time between claims using the Spearman copula
- A semiparametric panel data model with spatial-varying temporal effects
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Estimation of semiparametric varying-coefficient spatial autoregressive models with measurement errors
- Estimation for partially time-varying spatial autoregressive panel data model under linear constraints
- Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
- GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence
- Model detection and variable selection for semiparametric additive spatial autoregressive model
- Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects
- Tests for spatial dependence and temporal heterogeneity in time-varying coefficient spatial autoregressive panel data model
- Variable selection for spatial autoregressive models with a diverging number of parameters
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