Spatial panel data models with structural change
From MaRDI portal
Cites work
- A generalized moments estimator for the autoregressive parameter in a spatial model
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Common breaks in means and variances for panel data
- Consistent factor estimation in dynamic factor models with structural instability
- Critical values and p values of Bessel process distributions: computation and application to structural break tests
- Detecting big structural breaks in large factor models
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimating structural changes in regression quantiles
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Estimation Methods for Models of Spatial Interaction
- Estimation of Dynamic Models with Error Components
- Estimation of heterogeneous panels with structural breaks
- Estimation of spatial autoregressive panel data models with fixed effects
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Identification of Endogenous Social Effects: The Reflection Problem
- Identification of peer effects through social networks
- Panel data models with spatially correlated error components
- Peer effects and social networks in education
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Split-panel jackknife estimation of fixed-effect models
- Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
- Testing and estimating change-points in time series
- Testing For and Dating Common Breaks in Multivariate Time Series
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Weak convergence and empirical processes. With applications to statistics
This page was built for publication: Spatial panel data models with structural change
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6930839)
