Spatial dynamic panel data models with interactive fixed effects
From MaRDI portal
Publication:515141
DOI10.1016/J.JECONOM.2016.12.001zbMATH Open1422.62290OpenAlexW2579228981MaRDI QIDQ515141FDOQ515141
Authors: Lung-fei Lee, Wei Shi 
Publication date: 10 March 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.12.001
Recommendations
- A spatial dynamic panel data model with both time and individual fixed effects
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Estimation of spatial panels
- Theory and methods of panel data models with interactive effects
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Statistical methods; risk measures (91G70) Spatial models in economics (91B72)
Cites Work
- The generalized dynamic factor model consistency and rates
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- QML estimation of dynamic panel data models with spatial errors
- Eigenvalue ratio test for the number of factors
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation Methods for Models of Spatial Interaction
- Title not available (Why is that?)
- Large panels with common factors and spatial correlation
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- A spatial dynamic panel data model with both time and individual fixed effects
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Panel Data and Unobservable Individual Effects
- Panel data models with interactive fixed effects
- Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
- Some estimates of norms of random matrices
- Perturbation theory for linear operators.
- Matrix mathematics. Theory, facts, and formulas
- Matrix theory. Basic results and techniques
- Asymptotic theory of nonlinear least squares estimation
- Panel data models with multiple time-varying individual effects
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
- The spatial time lag in panel data models
- GMM estimation of social interaction models with centrality
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
Cited In (31)
- Fixed effects spatial panel data models with time-varying spatial dependence
- Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
- Simultaneous Spatial Panel Data Models with Common Shocks
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
- Spatial Modeling Approach for Dynamic Network Formation and Interactions
- Common factors and spatial dependence: an application to US house prices
- Unified M-estimation of matrix exponential spatial dynamic panel specification
- Scalable semiparametric spatio-temporal regression for large data analysis
- Spatial interaction models with individual-level data for explaining labor flows and developing local labor markets
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- Spatial dynamic panel data models with correlated random effects
- Subspace clustering for panel data with interactive effects
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure
- Spatial-temporal Model with Heterogeneous Random Effects
- Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Distributed estimation and inference for spatial autoregression model with large scale networks
- Dynamic spatial panel data models with common shocks
- Panel threshold spatial Durbin models with individual fixed effects
- Difference-in-differences techniques for spatial data: local autocorrelation and spatial interaction
- Community network auto-regression for high-dimensional time series
- A spatial panel quantile model with unobserved heterogeneity
- Consistency without compactness of the parameter space in spatial econometrics
- Shrinkage estimation of network spillovers with factor structured errors
- Identifying latent group structures in spatial dynamic panels
- News-implied linkages and local dependency in the equity market
- Multivariate spatiotemporal models with low rank coefficient matrix
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Interpreting dynamic space-time panel data models
- Spatial econometric interaction modelling
- Subnetwork estimation for spatial autoregressive models in large-scale networks
This page was built for publication: Spatial dynamic panel data models with interactive fixed effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q515141)
