A generalized spatial panel data model with random effects
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Publication:5080586
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Cites work
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- Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
- Cross-Sectional Dependence in Panel Data Analysis
- Econometric analysis of panel data
- Estimation of spatial autoregressive panel data models with fixed effects
- scientific article; zbMATH DE number 2230055 (Why is no real title available?)
- Large panels with common factors and spatial correlation
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- Matrix Analysis
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum Likelihood Estimation of Misspecified Models
- Maximum-likelihood estimation for the mixed analysis of variance model
- 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
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Testing panel data regression models with spatial error correlation.
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- The Estimation of Skewness and Kurtosis of Random Effects in the Linear Model
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(31)- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Testing spatial effects and random effects in a nested panel data model
- Estimation of partially specified spatial panel data models with random-effects
- Empirical likelihood for spatial dynamic panel data models
- Robust estimation and inference of spatial panel data models with fixed effects
- Fixed effects spatial panel data models with time-varying spatial dependence
- Spatial system estimators for panel models: a sensitivity and simulation study
- QML estimation of dynamic panel data models with spatial errors
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Locally adjusted LM test for spatial dependence in fixed effects panel data models
- Testing for random effects and serial correlation in spatial autoregressive models
- Panel threshold spatial Durbin models with individual fixed effects
- Kernel estimation of hazard functions when observations have dependent and common covariates
- The Hausman test in a Cliff and Ord panel model
- scientific article; zbMATH DE number 1136436 (Why is no real title available?)
- Spatial panels: random components versus fixed effects
- Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
- Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
- Estimation of partially specified spatial panel data models with fixed-effects
- Spatial-temporal Model with Heterogeneous Random Effects
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Copula joint estimation for spatial dynamic panel data models with endogeneity issues
- Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
- Estimation of spatial autoregressive panel data models with nonparametric endogenous effect
- Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
- Fast and scalable variable selection for spatial autoregressive models
- Generalized spatial dynamic factor models
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