Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
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Cites work
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- scientific article; zbMATH DE number 3550043 (Why is no real title available?)
- scientific article; zbMATH DE number 3556932 (Why is no real title available?)
- scientific article; zbMATH DE number 1324089 (Why is no real title available?)
- Another look at the instrumental variable estimation of error-components models
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- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Biases in Dynamic Models with Fixed Effects
- Consistent Estimates Based on Partially Consistent Observations
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- Estimation Methods for Models of Spatial Interaction
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- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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- Initial conditions and moment restrictions in dynamic panel data models
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- Linear Regression Limit Theory for Nonstationary Panel Data
- Matrix Analysis
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Panel data models with spatially correlated error components
- Rao's score test in spatial econometrics
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Testing panel data regression models with spatial error correlation.
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
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Cited in
(88)- Autoregressive Model With Spatial Dependence and Missing Data
- A spatial dynamic panel data model with both time and individual fixed effects
- Identification and estimation of linear social interaction models
- Fixed effects spatial panel data models with time-varying spatial dependence
- Testing spatial dependence in spatial models with endogenous weights matrices
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Estimation of unit root spatial dynamic panel data models
- Grouped spatial autoregressive model
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- Recognition and variable selection in sparse spatial panel data models with fixed effects
- Inward and Outward Network Influence Analysis
- Banded spatio-temporal autoregressions
- Portal nodes screening for large scale social networks
- QML estimation of dynamic panel data models with spatial errors
- A note on spatial-temporal lattice modeling and maximum likelihood estimation
- Estimating flow data models of international trade: dual gravity and spatial interactions
- Simultaneous Spatial Panel Data Models with Common Shocks
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Parameter estimation and inference with spatial lags and cointegration
- Moment-based tests for individual and time effects in panel data models
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- Common factors and spatial dependence: an application to US house prices
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
- Unified M-estimation of matrix exponential spatial dynamic panel specification
- A structural-factor approach to modeling high-dimensional time series and space-time data
- Score-Driven Modeling of Spatio-Temporal Data
- Robust two-stage estimation in general spatial dynamic panel data models
- Scalable semiparametric spatio-temporal regression for large data analysis
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
- The spatial time lag in panel data models
- Imputed quantile tensor regression for near-sited spatial-temporal data
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- Specification Test for Spatial Autoregressive Models
- Spatial dynamic panel data models with correlated random effects
- A space-time filter for panel data models containing random effects
- Spatial-temporal Model with Heterogeneous Random Effects
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- Empirical likelihood for spatial dynamic panel data models
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
- Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
- Dynamic spatial panel data models with common shocks
- Testing for sphericity in a two-way error components panel data model
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Analysis of network interventions with an application to hospital-acquired infections
- Spillover dynamics for systemic risk measurement using spatial financial time series models
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Spatial dynamic models with intertemporal optimization: specification and estimation
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- Panel data models with cross-sectional dependence: a selective review
- Estimation of spatial autoregressive panel data models with fixed effects
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- Estimation of partially specified spatial panel data models with fixed-effects
- A spatial panel quantile model with unobserved heterogeneity
- The Hausman test in a Cliff and Ord panel model
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- First difference estimation of spatial dynamic panel data models with fixed effects
- Consistency without compactness of the parameter space in spatial econometrics
- On spatial processes and asymptotic inference under near-epoch dependence
- Large panels with common factors and spatial correlation
- Shrinkage estimation of network spillovers with factor structured errors
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator
- Interpreting dynamic space-time panel data models
- Identifying latent group structures in spatial dynamic panels
- News-implied linkages and local dependency in the equity market
- Estimation and model selection in general spatial dynamic panel data models
- Empirical likelihood for panel data models with spatial errors
- Multivariate spatiotemporal models with low rank coefficient matrix
- Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
- Threshold spatial autoregressive model
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Robust estimation and inference of spatial panel data models with fixed effects
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- Spatial dynamic panel data models with interactive fixed effects
- Sparse spatio-temporal autoregressions by profiling and bagging
- Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
- A case study on the shareholder network effect of stock market data: an SARMA approach
- Spatial dynamic panel models with missing data
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