Estimation of spatial autoregressive panel data models with fixed effects
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Cited in
(only showing first 100 items - show all)- 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
- Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects
- Profile quasi maximum likelihood dummy variables estimation for spatial lag varying coefficient panel data model with fixed effects
- Reconstructing missing data sequences in multivariate time series: an application to environmental data
- Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
- Grouped spatial autoregressive model
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Estimation and variable selection for quantile regression of high-dimensional spatial dependent data with endogenous spatial weight matrix
- Recognition and variable selection in sparse spatial panel data models with fixed effects
- Adjusted QMLE for the spatial autoregressive parameter
- Influence of spatial autocorrelation on a fixed-effect model used to evaluate treatment of oil spills
- Quantile regression for partially linear varying coefficient spatial autoregressive models
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
- Locally adjusted LM test for spatial dependence in fixed effects panel data models
- QML estimation of dynamic panel data models with spatial errors
- A note on spatial-temporal lattice modeling and maximum likelihood estimation
- Hypothesis testing in partial functional linear spatial autoregressive model
- 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
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Moment-based tests for individual and time effects in panel data models
- Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
- Computational aspects of the EM algorithm for spatial econometric models with missing data
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
- Challenges for panel financial analysis
- Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
- Spatial Modeling Approach for Dynamic Network Formation and Interactions
- Common factors and spatial dependence: an application to US house prices
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
- Unified M-estimation of matrix exponential spatial dynamic panel specification
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- Estimation of partially specified spatial panel data models with random-effects
- scientific article; zbMATH DE number 7255573 (Why is no real title available?)
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
- Score-Driven Modeling of Spatio-Temporal Data
- Simulations of local Moran’s index in a spatio-temporal setting
- Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
- An overview on econometric models for linear spatial panel data
- Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
- Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
- Testing super-diagonal structure in high dimensional covariance matrices
- Imputed quantile tensor regression for near-sited spatial-temporal data
- Nonlinear Spatial Dynamic Panel Data Models with Endogenous Dominant Units: An Application to Share Data
- Reduced Rank Spatio-Temporal Models
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- Specification Test for Spatial Autoregressive Models
- Saddlepoint Approximations for Spatial Panel Data Models
- Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects
- Clustering and testing financial asset returns using the spatial dynamic panel data model
- Testing for heteroskedasticity in two-way fixed effects panel data models
- Spatial-temporal Model with Heterogeneous Random Effects
- Exact likelihood inference in group interaction network models
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- scientific article; zbMATH DE number 7387515 (Why is no real title available?)
- International portfolio bond spillovers
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- SDPDmod
- Empirical likelihood for spatial dynamic panel data models
- Genuinely unbalanced spatial panel data models with fixed effects: M-estimation and inference with an application to FDI inflows
- Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
- Dynamic spatial panel data models with common shocks
- Asymptotics and bootstrap for random-effects panel data transformation models
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Distributed estimation and inference for spatial autoregression model with large scale networks
- Network Competition and Team Chemistry in the NBA
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
- A note on dynamic spatiotemporal ARCH models: small- and large-sample results
- Fuzzy group fixed-effects estimation with spatial clustering
- Integrated modified harmonic mean method for spatial panel data models
- Panel threshold spatial Durbin models with individual fixed effects
- Copula joint estimation for spatial dynamic panel data models with endogeneity issues
- A general method for third-order bias and variance corrections on a nonlinear estimator
- Difference-in-differences techniques for spatial data: local autocorrelation and spatial interaction
- Interpreting heterogeneous coefficient spatial autoregressive panel models
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- A generalized spatial panel data model with random effects
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- Panel data models with cross-sectional dependence: a selective review
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data
- Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach
- Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
- An alternative semiparametric model for spatial panel data
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- Estimation for partially time-varying spatial autoregressive panel data model under linear constraints
- Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models
- Variable selection for spatial autoregressive models with a diverging number of parameters
- Spatial modelling of linear regression coefficients for gauge measurements against satellite estimates
- Estimation of partially specified spatial panel data models with fixed-effects
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