Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
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Cites work
- A space-time filter for panel data models containing random effects
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- Interpreting dynamic space-time panel data models
- Introduction to spatial econometrics.
- Monte Carlo estimates of the log determinant of large sparse matrices
- QML estimation of dynamic panel data models with spatial errors
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Cited in
(4)- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- A primer on space-time modeling from a Bayesian perspective
- Performance contest between MLE and GMM for huge spatial autoregressive models
- Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
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