GMM estimation with cross sectional dependence
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(89)- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- The cost of gendered attitudes on a female candidate: evidence from Google Trends
- Limit theorems for network dependent random variables
- Spatial dependence in option observation errors
- Asymptotic inference from multi-stage samples
- Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Simple and trustworthy cluster-robust GMM inference
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
- Spatial correlation robust inference with errors in location or distance
- The origin of spatial interaction
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
- ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
- Improved generalized method of moments estimators for weakly dependent observations
- Threshold regression with nonparametric sample splitting
- Finite-sample bias of the QMLE in spatial autoregressive models
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Inference with dependent data using cluster covariance estimators
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- Estimating regional trade agreement effects on FDI in an interdependent world
- A test of cross section dependence for a linear dynamic panel model with regressors
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
- Asymptotics for panel models with common shocks
- Harmonic symmetries of imperfect competition on circular city
- Estimation of spatial sample selection models: a partial maximum likelihood approach
- Linear IV regression estimators for structural dynamic discrete choice models
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- A note on a cross-sectional GMM estimator in the presence of an observable common shock
- Estimation and inference in semiparametric quantile factor models
- Specification Test for Spatial Autoregressive Models
- Predictability of cryptocurrency returns: evidence from robust tests
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Statistical inference on regression with spatial dependence
- Spatial errors in count data regressions
- Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Confidence intervals for linear unbiased estimators under constrained dependence
- Making a NARCO: Childhood Exposure to Illegal Labor Markets and Criminal Life Paths
- Cross-Sectional Dependence in Panel Data Analysis
- conleyreg
- Neighbourhood GMM estimation of dynamic panel data models
- Dynamic spatial panel data models with common shocks
- The moving blocks bootstrap for panel linear regression models with individual fixed effects
- Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- HAC estimation in spatial panels
- Testing for sphericity in a fixed effects panel data model
- Panel data models with cross-sectional dependence: a selective review
- Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t -Statistic
- Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence
- GMM with Weak Identification
- Quasi-generalized least squares regression estimation with spatial data
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- A robust test for network generated dependence
- HAC estimation in a spatial framework
- Panel data models with spatially correlated error components
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- What is a standard error? (And how should we compute it?)
- On spatial processes and asymptotic inference under near-epoch dependence
- Large panels with common factors and spatial correlation
- A panel data approach to economic forecasting: the bias-corrected average forecast
- Estimation and inference in spatial models with dominant units
- On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
- Estimation of a nonparametric model for bond prices from cross-section and time series information
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Determining individual or time effects in panel data models
- Inference in spatial experiments with interference using the \texttt{SpatialEffect} package
- Tests for random time effects and spatial error correlation in panel regression models
- Nonparametric recursive density estimation for spatial data
- Autoregressive spatial spectral estimates
- Bootstrap inference under cross‐sectional dependence
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- Nonrandom exposure to exogenous shocks
- Spatial correlation robust inference
- Spatial semiparametric model with endogenous regressors
- Series estimation under cross-sectional dependence
- Testing panel data regression models with spatial error correlation.
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- Yield curve estimation by kernel smoothing methods
- Panel data models with multiple time-varying individual effects
- Specification and estimation of social interaction models with network structures
- Infinite-dimensional VARs and factor models
- Smooth transitions across latitudes and longitudes: an application of a nonlinear panel regression to the climate -- economics nexus
- A spatio-temporal model of house prices in the USA
- Partial maximum likelihood estimation of spatial probit models
- Robust estimation under error cross section dependence
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