Pages that link to "Item:Q738181"
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The following pages link to Statistical inference on regression with spatial dependence (Q738181):
Displaying 11 items.
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Asymptotic theory for varying coefficient regression models with dependent data (Q1656859) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- A note on spatial-temporal lattice modeling and maximum likelihood estimation (Q2231021) (← links)
- On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice (Q2392489) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
- SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
- SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES (Q5378500) (← links)
- SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS (Q5741625) (← links)
