Unified M-estimation of fixed-effects spatial dynamic models with short panels
DOI10.1016/J.JECONOM.2017.08.019zbMATH Open1452.62968OpenAlexW2275628904MaRDI QIDQ1644255FDOQ1644255
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
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fixed effectsdynamic panelsmartingale differencespatial effectsadjusted quasi scoreinitial-condition free estimationOPMDrobust against nonnormalityshort panels
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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Cited In (15)
- 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
- Title not available (Why is that?)
- Robust estimation and inference of spatial panel data models with fixed effects
- Spatial dynamic panel models with missing data
- Autoregressive Model With Spatial Dependence and Missing Data
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