Efficient GMM estimation of spatial dynamic panel data models with fixed effects
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Publication:2451772
DOI10.1016/J.JECONOM.2014.03.003zbMATH Open1293.62193OpenAlexW2081580112MaRDI QIDQ2451772FDOQ2451772
Authors: Lung-fei Lee, Jihai Yu 
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.03.003
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Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited In (41)
- Dynamic spatial panel models: networks, common shocks, and sequential exogeneity
- Grouped spatial autoregressive model
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data
- Jive for panel dynamic simultaneous equations models
- Sequential and efficient GMM estimation of dynamic short panel data models
- Estimation of spatial autoregressions with stochastic weight matrices
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Spatial Modeling Approach for Dynamic Network Formation and Interactions
- Common factors and spatial dependence: an application to US house prices
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
- Mutual influence regression model
- Robust two-stage estimation in general spatial dynamic panel data models
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Spatial dynamic panel data models with correlated random effects
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure
- Spatial-temporal Model with Heterogeneous Random Effects
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Network Competition and Team Chemistry in the NBA
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Analysis of network interventions with an application to hospital-acquired infections
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
- Neighbourhood GMM estimation of dynamic panel data models
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Spatial dynamic models with intertemporal optimization: specification and estimation
- Panel data models with cross-sectional dependence: a selective review
- Bayesian local influence analysis of skew-normal spatial dynamic panel data models
- Estimation and inference in spatial models with dominant units
- Identifying latent group structures in spatial dynamic panels
- On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies
- Estimation and model selection in general spatial dynamic panel data models
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Sparse spatio-temporal autoregressions by profiling and bagging
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- Spatial dynamic panel models with missing data
- Penalized quantile regression for spatial panel data with fixed effects
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
- Autoregressive Model With Spatial Dependence and Missing Data
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