Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
From MaRDI portal
(Redirected from Publication:2252886)
Recommendations
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- Panel data models with spatially correlated error components
- scientific article; zbMATH DE number 7070787
- Panel Data Partially Linear Varying-Coefficient Model with Both Spatially and Time-Wise Correlated Errors
- Estimation of partially specified spatial panel data models with random-effects
Cites work
- scientific article; zbMATH DE number 3965276 (Why is no real title available?)
- scientific article; zbMATH DE number 477682 (Why is no real title available?)
- A practical guide to splines.
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
- Estimation of spatial autoregressive panel data models with fixed effects
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- HAC estimation in spatial panels
- Identification of Non-Linear Additive Autoregressive Models
- Non-parametric time-varying coefficient panel data models with fixed effects
- Nonparametric estimation and testing of fixed effects panel data models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Panel data models with spatially correlated error components
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Semilinear High-Dimensional Model for Normalization of Microarray Data
- Semiparametric GMM estimation of spatial autoregressive models
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Semiparametric trending panel data models with cross-sectional dependence
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
Cited in
(18)- Estimation of partly linear additive hazards model with left-truncated and right-censored data
- Dynamic tilted current correlation for high dimensional variable screening
- Banded spatio-temporal autoregressions
- BLUP in the panel regression model with spatially and serially correlated error components
- Estimation of spatial panel data models with two-way error component
- Estimation of partially specified spatial panel data models with random-effects
- Panel Data Partially Linear Varying-Coefficient Model with Both Spatially and Time-Wise Correlated Errors
- Modelling panels of intercorrelated autoregressive time series
- Asynchronous Functional Linear Regression Models for Longitudinal Data in Reproducing Kernel Hilbert Space
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- HAC estimation in spatial panels
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
- An alternative semiparametric model for spatial panel data
- Estimation of spatial autoregressive panel data models with fixed effects
- Panel data models with spatially correlated error components
- A semiparametric panel data model with spatial-varying temporal effects
- Laplace transform for the compound Poisson risk model with a strategy of partial payment of premiums to shareholders and dependence between claim amounts and the time between claims using the Spearman copula
This page was built for publication: Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2252886)
