Estimation of unit root spatial dynamic panel data models
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Cites work
- 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
- Formulation and estimation of dynamic models using panel data
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Linear Regression Limit Theory for Nonstationary Panel Data
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- 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
- Testing for a unit root in panels with dynamic factors
- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Testing panel data regression models with spatial error correlation.
- The origin of spatial interaction
Cited in
(23)- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Empirical likelihood for spatial dynamic panel data models
- First difference estimation of spatial dynamic panel data models with fixed effects
- QML estimation of dynamic panel data models with spatial errors
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
- Spatial dynamic panel data models with correlated random effects
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Unequal spacing in dynamic panel data: identification and estimation
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- Large panels with common factors and spatial correlation
- Unified M-estimation of matrix exponential spatial dynamic panel specification
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
- Network Functional Varying Coefficient Model
- Simultaneous Spatial Panel Data Models with Common Shocks
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks
- Mortality forecasting in geographical space and time
- Asymptotic theory in spatio-temporal unstable autoregression
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- Estimation of spatial autoregressive panel data models with fixed effects
- A spatial dynamic panel data model with both time and individual fixed effects
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