Unified M-estimation of fixed-effects spatial dynamic models with short panels

DOI10.1016/J.JECONOM.2017.08.019MaRDI QIDQ1644255zbMATH OpenOpenAlexFDO

Authors Zhenlin Yang

Publication date 21 June 2018

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2017.08.019

zbMATH Keywords

fixed effectsdynamic panelsmartingale differencespatial effectsadjusted quasi scoreinitial-condition free estimationOPMDrobust against nonnormalityshort panels

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)

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Cites work

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Cited in

(15)

• Autoregressive Model With Spatial Dependence and Missing Data
• Fixed effects spatial panel data models with time-varying spatial dependence
• A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors
• Simultaneous Spatial Panel Data Models with Common Shocks
• Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
• Unified M-estimation of matrix exponential spatial dynamic panel specification
• Robust two-stage estimation in general spatial dynamic panel data models
• Imputed quantile tensor regression for near-sited spatial-temporal data
• Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
• Spatial dynamic panel data models with correlated random effects
• Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
• First difference estimation of spatial dynamic panel data models with fixed effects
• scientific article; zbMATH DE number 7608539 (Why is no real title available?)
• Robust estimation and inference of spatial panel data models with fixed effects
• Spatial dynamic panel models with missing data

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