Spatial dynamic models with intertemporal optimization: specification and estimation
DOI10.1016/J.JECONOM.2019.10.012zbMATH Open1456.62290OpenAlexW3006140936MaRDI QIDQ2190241FDOQ2190241
Authors: Hanbat Jeong, Lung-fei Lee 
Publication date: 18 June 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.10.012
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Cites Work
- Introduction to spatial econometrics.
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- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Panel data models with spatially correlated error components
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Who's Who in Networks. Wanted: The Key Player
- Peer effects and social networks in education
- Estimation Methods for Models of Spatial Interaction
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- A spatial dynamic panel data model with both time and individual fixed effects
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- Title not available (Why is that?)
- Markov perfect equilibrium. I: Observable actions
- Handbook of game theory. Vol. 4
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Discounted Dynamic Programming
- The Estimation of Partial Adjustment Models with Rational Expectations
- The Oxford handbook of panel data
Cited In (5)
- Approximations to Intractable Spatial Econometric Models and Their Solutions Through Global Optimization
- Automatic variable selection for semiparametric spatial autoregressive model
- Temporal and spatially heterogeneous finite length runs analysis
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
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