Unified M-estimation of matrix exponential spatial dynamic panel specification
From MaRDI portal
Publication:5867568
DOI10.1080/07474938.2022.2039494OpenAlexW4280575503WikidataQ115550930 ScholiaQ115550930MaRDI QIDQ5867568FDOQ5867568
Authors: Ye Yang
Publication date: 14 September 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2022.2039494
Cites Work
- QML estimation of dynamic panel data models with spatial errors
- Estimating models of complex FDI: are there third-country effects?
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Weak and strong cross-section dependence and estimation of large panels
- Title not available (Why is that?)
- Estimation of unit root spatial dynamic panel data models
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Estimation of spatial autoregressive panel data models with fixed effects
- A spatial dynamic panel data model with both time and individual fixed effects
- Asymptotic Statistics
- The Matrix-Logarithmic Covariance Model
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- A matrix exponential spatial specification
- The origin of spatial interaction
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Spatial dynamic panel data models with interactive fixed effects
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Large sample properties of the matrix exponential spatial specification with an application to FDI
- Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
- QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
This page was built for publication: Unified M-estimation of matrix exponential spatial dynamic panel specification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5867568)