Simultaneous Spatial Panel Data Models with Common Shocks
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3591268 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
- A new panel data treatment for heterogeneity in time trends
- A spatial dynamic panel data model with both time and individual fixed effects
- A test for spatial autocorrelation in seemingly unrelated regressions
- An unbalanced spatial panel data approach to US state tax competition
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic theory of nonlinear least squares estimation
- Determining the Number of Factors in Approximate Factor Models
- Dynamic linear panel regression models with interactive fixed effects
- Dynamic spatial panel data models with common shocks
- EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
- Estimating regional trade agreement effects on FDI in an interdependent world
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- Estimation of spatial autoregressive panel data models with fixed effects
- Estimation of unit root spatial dynamic panel data models
- Forecasting Using Principal Components From a Large Number of Predictors
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
- Inference on factor structures in heterogeneous panels
- Large panels with common factors and spatial correlation
- Panel data models with interactive fixed effects
- Panel data models with multiple time-varying individual effects
- Principal components estimation and identification of static factors
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Simultaneous equations and panel data
- Spatial dynamic panel data models with interactive fixed effects
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Statistical analysis of factor models of high dimension
- The origin of spatial interaction
- Theory and methods of panel data models with interactive effects
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers
Cited in
(3)
This page was built for publication: Simultaneous Spatial Panel Data Models with Common Shocks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6149872)