| Publication | Date of Publication | Type |
|---|
| Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients | 2025-01-20 | Paper |
| Who is the Key Player? A Network Analysis of Juvenile Delinquency | 2024-10-11 | Paper |
| Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables | 2024-07-17 | Paper |
| QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units | 2024-03-05 | Paper |
| Spatial econometrics. Spatial autoregressive models | 2024-02-07 | Paper |
| Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach | 2023-09-12 | Paper |
| Estimating flow data models of international trade: dual gravity and spatial interactions | 2023-07-25 | Paper |
| Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when \(T\) is small | 2022-08-02 | Paper |
| Estimation of spatial autoregressive models with randomly missing data in the dependent variable | 2022-07-26 | Paper |
| A social interaction model with an extreme order statistic | 2022-07-26 | Paper |
| Initial conditions of dynamic panel data models: on within and between equations | 2022-06-22 | Paper |
| Sequential and efficient GMM estimation of dynamic short panel data models | 2022-03-09 | Paper |
| Consistency without compactness of the parameter space in spatial econometrics | 2022-01-21 | Paper |
| Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks | 2021-11-16 | Paper |
| LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS | 2021-09-10 | Paper |
| Specification and estimation of network formation and network interaction models with the exponential probability distribution | 2021-06-03 | Paper |
| Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration | 2021-03-24 | Paper |
| Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables | 2021-02-04 | Paper |
| Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances | 2020-11-04 | Paper |
| Spatial dynamic models with intertemporal optimization: specification and estimation | 2020-06-18 | Paper |
| First difference estimation of spatial dynamic panel data models with fixed effects | 2020-05-13 | Paper |
| Social interactions under incomplete information with heterogeneous expectations | 2020-02-11 | Paper |
| A likelihood ratio test for spatial model selection | 2019-12-19 | Paper |
| GEL estimation and tests of spatial autoregressive models | 2019-04-29 | Paper |
| Spatial panels: random components versus fixed effects | 2019-02-07 | Paper |
| Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model | 2018-10-12 | Paper |
| Sieve maximum likelihood estimation of the spatial autoregressive Tobit model | 2018-03-22 | Paper |
| Semiparametric estimation of nonlinear errors-in-variables models with validation study | 2017-12-22 | Paper |
| QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices | 2017-03-10 | Paper |
| Spatial dynamic panel data models with interactive fixed effects | 2017-03-10 | Paper |
| Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models | 2016-11-17 | Paper |
| Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration | 2016-08-15 | Paper |
| GMM estimation of spatial autoregressive models with unknown heteroskedasticity | 2016-08-01 | Paper |
| Estimation of spatial autoregressive panel data models with fixed effects | 2016-07-25 | Paper |
| Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large | 2016-06-13 | Paper |
| The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models | 2016-05-09 | Paper |
| GMM and 2SLS estimation of mixed regressive, spatial autoregressive models | 2016-05-04 | Paper |
| Maximum likelihood estimation of a spatial autoregressive Tobit model | 2015-09-01 | Paper |
| Maximum likelihood estimation of a spatial autoregressive Tobit model | 2015-07-27 | Paper |
| Large sample properties of the matrix exponential spatial specification with an application to FDI | 2015-07-27 | Paper |
| A spatial autoregressive model with a nonlinear transformation of the dependent variable | 2015-05-29 | Paper |
| Estimating a spatial autoregressive model with an endogenous spatial weight matrix | 2015-05-06 | Paper |
| On the bootstrap for Moran's \(I\) test for spatial dependence | 2015-05-06 | Paper |
| Estimation of fixed effects panel regression models with separable and nonseparable space-time filters | 2014-11-24 | Paper |
| Efficient GMM estimation of spatial dynamic panel data models with fixed effects | 2014-06-04 | Paper |
| The determination of moments of the doubly truncated multivariate normal Tobit model | 2013-10-24 | Paper |
| The likelihood function and a test for serial correlation in a disequilibrium market model | 2013-10-24 | Paper |
| Identification and estimation of econometric models with group interactions, contextual factors and fixed effects | 2012-09-23 | Paper |
| Estimation of spatial panels | 2011-06-17 | Paper |
| Two-step estimation of endogenous and exogenous group effects | 2011-03-30 | Paper |
| Estimation of unit root spatial dynamic panel data models | 2010-10-14 | Paper |
| A spatial dynamic panel data model with both time and individual fixed effects | 2010-04-23 | Paper |
| Pooling estimates with different rates of convergence: a minimum \(\chi ^{2}\) approach with emphasis on a social interactions model | 2010-02-26 | Paper |
| Estimation of spatial autoregressive panel data models with fixed effects | 2010-02-01 | Paper |
| A spatial dynamic panel data model with both time and individual fixed effects | 2009-08-18 | Paper |
| Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models | 2006-06-16 | Paper |
| Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers | 2005-01-06 | Paper |
| Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances | 2003-11-06 | Paper |
| A numerically stable quadrature procedure for the one-factor random-component discrete choice model | 2003-06-10 | Paper |
| CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS | 2003-05-18 | Paper |
| INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION | 2003-05-18 | Paper |
| Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results | 2003-04-21 | Paper |
| STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS | 2002-05-23 | Paper |
| On the range of correlation coefficients of bivariate ordered discrete random variables. | 2001-05-16 | Paper |
| Estimation of dynamic and ARCH Tobit models | 1999-11-08 | Paper |
| Estimation of dynamic limited-dependent rational expectations models. | 1999-01-01 | Paper |
| The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations | 1997-12-14 | Paper |
| Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results | 1997-08-12 | Paper |
| A smooth likelihood simulator for dynamic disequilibrium models | 1997-08-12 | Paper |
| Semiparametric maximum likelihood estimation of polychotomous and sequential choice models | 1995-06-29 | Paper |
| Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data | 1995-06-21 | Paper |
| Semiparametric instrumental variable estimation of simultaneous equation sample selection models | 1995-06-18 | Paper |
| Rational expectations in limited dependent variable models | 1995-01-12 | Paper |
| Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules | 1994-10-16 | Paper |
| Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables | 1993-04-01 | Paper |
| Discrete/continuous models of consumer demand with binding nonnegativity constraints | 1993-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015727 | 1993-01-16 | Paper |
| Non-parametric testing of discrete panel data models | 1987-01-01 | Paper |
| Microeconometric Demand System with Binding Nonnegativity Constraints: The Dual Approach | 1986-01-01 | Paper |
| Specification testing when score test statistics are identically zero | 1986-01-01 | Paper |
| Specification Test for Poisson Regression Models | 1986-01-01 | Paper |
| The specification of multi-market disequilibrium econometric models | 1986-01-01 | Paper |
| The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model | 1985-01-01 | Paper |
| Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity | 1984-01-01 | Paper |
| Testing the Normality Assumption in Limited Dependent Variable Models | 1984-01-01 | Paper |
| Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models | 1984-01-01 | Paper |
| Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability | 1984-01-01 | Paper |
| Generalized Econometric Models with Selectivity | 1983-01-01 | Paper |
| A test for distributional assumptions for the stochastic frontier functions | 1983-01-01 | Paper |
| Some Approaches to the Correction of Selectivity Bias | 1982-01-01 | Paper |
| Test for normality in the econometric disequilibrium markets model | 1982-01-01 | Paper |
| Specification error in multinomial logit models. Analysis of the omitted variable bias | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3313171 | 1981-01-01 | Paper |
| Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945449 | 1981-01-01 | Paper |
| Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity | 1980-01-01 | Paper |
| Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables | 1979-01-01 | Paper |
| Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables | 1978-01-01 | Paper |
| Estimation of some limited dependent variable models with application to housing demand | 1978-01-01 | Paper |
| The Theorems of Debreu and Peleg for Ordered Topological Spaces | 1972-01-01 | Paper |
