Jihai Yu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multivariate spatiotemporal models with low rank coefficient matrix Journal of Econometrics	2025-01-16	Paper
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units Journal of Business and Economic Statistics	2024-03-05	Paper
Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China STATISTICA SINICA	2023-11-14	Paper
Estimating flow data models of international trade: dual gravity and spatial interactions Econometric Reviews	2023-07-25	Paper
Initial conditions of dynamic panel data models: on within and between equations Econometrics Journal	2022-06-22	Paper
Sequential and efficient GMM estimation of dynamic short panel data models Econometric Reviews	2022-03-09	Paper
First difference estimation of spatial dynamic panel data models with fixed effects Economics Letters	2020-05-13	Paper
Spatial panels: random components versus fixed effects International Economic Review	2019-02-07	Paper
International knowledge spillover through trade: a time-varying spatial panel data approach Economics Letters	2018-10-05	Paper
Spatial weights matrix selection and model averaging for spatial autoregressive models Journal of Econometrics	2018-03-22	Paper
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices Journal of Econometrics	2017-03-10	Paper
Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration Journal of Econometrics	2016-08-15	Paper
Estimation of spatial autoregressive panel data models with fixed effects Journal of Econometrics	2016-07-25	Paper
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large Journal of Econometrics	2016-06-13	Paper
Estimation of spatial panel data models with time varying spatial weights matrices Economics Letters	2015-09-29	Paper
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters Journal of Econometrics	2014-11-24	Paper
Efficient GMM estimation of spatial dynamic panel data models with fixed effects Journal of Econometrics	2014-06-04	Paper
The spatial time lag in panel data models Economics Letters	2014-03-18	Paper
Estimation of spatial panels Foundations and Trends® in Econometrics	2011-06-17	Paper
Estimation of unit root spatial dynamic panel data models Econometric Theory	2010-10-14	Paper
A spatial dynamic panel data model with both time and individual fixed effects Econometric Theory	2010-04-23	Paper
Estimation of spatial autoregressive panel data models with fixed effects Journal of Econometrics	2010-02-01	Paper
A spatial dynamic panel data model with both time and individual fixed effects Econometric Theory	2009-08-18	Paper

Research outcomes over time

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