A spatial dynamic panel data model with both time and individual fixed effects
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Cites work
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
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- The Use of Error Components Models in Combining Cross Section with Time Series Data
Cited in
(42)- Fixed effects spatial panel data models with time-varying spatial dependence
- Testing spatial dependence in spatial models with endogenous weights matrices
- Estimation of unit root spatial dynamic panel data models
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- QML estimation of dynamic panel data models with spatial errors
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- A note on spatial-temporal lattice modeling and maximum likelihood estimation
- Simultaneous Spatial Panel Data Models with Common Shocks
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Moment-based tests for individual and time effects in panel data models
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
- Unified M-estimation of matrix exponential spatial dynamic panel specification
- Estimation of dynamic panel data models with both individual and time-specific effects
- Estimation of partially specified spatial panel data models with random-effects
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Specification Test for Spatial Autoregressive Models
- Spatial dynamic panel data models with correlated random effects
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- On the mutual dynamics of interregional gross migration flows in space and time
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks
- SDPDmod
- Empirical likelihood for spatial dynamic panel data models
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Population interference in panel experiments
- Panel threshold spatial Durbin models with individual fixed effects
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Spatial dynamic models with intertemporal optimization: specification and estimation
- Panel data models with cross-sectional dependence: a selective review
- Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach
- Estimation of spatial autoregressive panel data models with fixed effects
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Estimation of partially specified spatial panel data models with fixed-effects
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- First difference estimation of spatial dynamic panel data models with fixed effects
- Identifying latent group structures in spatial dynamic panels
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- 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
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
- Spatial dynamic panel models with missing data
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