Estimation of spatial autoregressive panel data models with fixed effects
From MaRDI portal
Recommendations
- A spatial dynamic panel data model with both time and individual fixed effects
- Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
Cites work
- scientific article; zbMATH DE number 5071101 (Why is no real title available?)
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 3550043 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- scientific article; zbMATH DE number 3326882 (Why is no real title available?)
- A Note on Error Components Models
- Another look at the instrumental variable estimation of error-components models
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Biases in Dynamic Models with Fixed Effects
- Consistent Estimates Based on Partially Consistent Observations
- Estimating models of complex FDI: are there third-country effects?
- Estimation of Dynamic Models with Error Components
- Estimation of unit root spatial dynamic panel data models
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- Multivariate regression models for panel data
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Panel data models with spatially correlated error components
- Partial likelihood
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Testing panel data regression models with spatial error correlation.
- The Estimation of the Variances in a Variance-Components Model
- The Use of Error Components Models in Combining Cross Section with Time Series Data
- The incidental parameter problem since 1948
Cited in
(only showing first 100 items - show all)- Large panels with common factors and spatial correlation
- Estimation and inference in spatial models with dominant units
- Statistical inference in functional semiparametric spatial autoregressive model
- A bias-corrected Srivastava-type test for cross-sectional independence
- Shrinkage estimation of network spillovers with factor structured errors
- Estimation of spatial panel data models with time varying spatial weights matrices
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator
- Spatial-temporal variation of casuarina spread in Cauvery delta and north eastern zone of Tamil Nadu, India: a spatial autoregressive model
- Robust projected principal component analysis for large-dimensional semiparametric factor modeling
- Estimation of spillover effects with matched data or longitudinal network data
- News-implied linkages and local dependency in the equity market
- Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
- Empirical likelihood for panel data models with spatial errors
- Threshold spatial autoregressive model
- Clustering and classification of spatio-temporal data using spatial dynamic panel data models
- Estimation of heterogeneous panels with structural breaks
- Robust estimation and inference of spatial panel data models with fixed effects
- Forecasting the unemployment rate over districts with the use of distinct methods
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
- Spatial panel data models with structural change
- Robust estimation for dynamic spatial autoregression models with nearly optimal rates
- A generalization of the spatial binary model to the longitudinal spatial setup
- Penalized quantile regression for spatial panel data with fixed effects
- Autoregressive Model With Spatial Dependence and Missing Data
- A spatial dynamic panel data model with both time and individual fixed effects
- Identification and estimation of linear social interaction models
- Fixed effects spatial panel data models with time-varying spatial dependence
- Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects
- Profile quasi maximum likelihood dummy variables estimation for spatial lag varying coefficient panel data model with fixed effects
- Reconstructing missing data sequences in multivariate time series: an application to environmental data
- Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
- Grouped spatial autoregressive model
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Estimation and variable selection for quantile regression of high-dimensional spatial dependent data with endogenous spatial weight matrix
- Recognition and variable selection in sparse spatial panel data models with fixed effects
- Adjusted QMLE for the spatial autoregressive parameter
- Influence of spatial autocorrelation on a fixed-effect model used to evaluate treatment of oil spills
- Quantile regression for partially linear varying coefficient spatial autoregressive models
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
- Locally adjusted LM test for spatial dependence in fixed effects panel data models
- QML estimation of dynamic panel data models with spatial errors
- A note on spatial-temporal lattice modeling and maximum likelihood estimation
- Hypothesis testing in partial functional linear spatial autoregressive model
- Estimating flow data models of international trade: dual gravity and spatial interactions
- Simultaneous Spatial Panel Data Models with Common Shocks
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Moment-based tests for individual and time effects in panel data models
- Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
- Computational aspects of the EM algorithm for spatial econometric models with missing data
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
- Challenges for panel financial analysis
- Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
- Spatial Modeling Approach for Dynamic Network Formation and Interactions
- Common factors and spatial dependence: an application to US house prices
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
- Unified M-estimation of matrix exponential spatial dynamic panel specification
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- Estimation of partially specified spatial panel data models with random-effects
- scientific article; zbMATH DE number 7255573 (Why is no real title available?)
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
- Score-Driven Modeling of Spatio-Temporal Data
- Simulations of local Moran’s index in a spatio-temporal setting
- Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
- An overview on econometric models for linear spatial panel data
- Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
- Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
- Testing super-diagonal structure in high dimensional covariance matrices
- Imputed quantile tensor regression for near-sited spatial-temporal data
- Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data
- Reduced Rank Spatio-Temporal Models
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- Specification Test for Spatial Autoregressive Models
- Saddlepoint Approximations for Spatial Panel Data Models
- Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects
- Clustering and testing financial asset returns using the spatial dynamic panel data model
- Testing for heteroskedasticity in two-way fixed effects panel data models
- Spatial-temporal Model with Heterogeneous Random Effects
- Exact likelihood inference in group interaction network models
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- scientific article; zbMATH DE number 7387515 (Why is no real title available?)
- International portfolio bond spillovers
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- SDPDmod
- Empirical likelihood for spatial dynamic panel data models
- Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
- Dynamic spatial panel data models with common shocks
- Asymptotics and bootstrap for random-effects panel data transformation models
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Distributed estimation and inference for spatial autoregression model with large scale networks
- Network Competition and Team Chemistry in the NBA
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
This page was built for publication: Estimation of spatial autoregressive panel data models with fixed effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q77665)
