Pages that link to "Item:Q5952952"

The following pages link to On the asymptotic distribution of the Moran \(I\) test stastistic with applications (Q5952952):

Displaying 50 items.

• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
• Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
• A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models (Q276928) (← links)
• Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
• Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
• Panel data models with spatially correlated error components (Q280270) (← links)
• HAC estimation in a spatial framework (Q280271) (← links)
• The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models (Q280272) (← links)
• A central limit theorem for endogenous locations and complex spatial interactions (Q280279) (← links)
• The origin of spatial interaction (Q280287) (← links)
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
• Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
• Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models (Q341908) (← links)
• Identification and estimation of econometric models with group interactions, contextual factors and fixed effects (Q451239) (← links)
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• Inference in regression models with many regressors (Q528054) (← links)
• Partial maximum likelihood estimation of spatial probit models (Q528121) (← links)
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968) (← links)
• The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
• GMM estimation of social interaction models with centrality (Q736691) (← links)
• An efficient GMM estimator of spatial autoregressive models (Q737249) (← links)
• Inference with dependent data using cluster covariance estimators (Q738071) (← links)
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
• Hahn-Hausman test as a specification test (Q738140) (← links)
• Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
• Testing for spatial lag and spatial error dependence using double length artificial regressions (Q744768) (← links)
• One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic (Q764475) (← links)
• Testing for random effects and spatial lag dependence in panel data models (Q958961) (← links)
• Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
• A note on the Cliff and Ord test for spatial correlation in panel models (Q988672) (← links)
• Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
• Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
• Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference (Q1644254) (← links)
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
• On Moran's \(I\) coefficient under heterogeneity (Q1659484) (← links)
• Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias (Q1663316) (← links)
• Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• On bootstrap validity for specification testing with many weak instruments (Q1782317) (← links)
• A robust test for network generated dependence (Q1792482) (← links)
• An unbalanced spatial panel data approach to US state tax competition (Q1927908) (← links)
• Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances (Q2023825) (← links)
• Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM (Q2023842) (← links)
• A case study on the shareholder network effect of stock market data: an SARMA approach (Q2090415) (← links)
• Grouped spatial autoregressive model (Q2101387) (← links)
• Higher-order least squares inference for spatial autoregressions (Q2106404) (← links)
• Empirical likelihood for nonparametric regression models with spatial autoregressive errors (Q2131999) (← links)