Pages that link to "Item:Q77665"
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The following pages link to Estimation of spatial autoregressive panel data models with fixed effects (Q77665):
Displaying 50 items.
- An alternative semiparametric model for spatial panel data (Q73641) (← links)
- SDPDmod (Q77667) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Estimation of spatial panel data models with time varying spatial weights matrices (Q498880) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices (Q515123) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data (Q888339) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Maximum likelihood estimation of spatially and serially correlated panels with random effects (Q1621373) (← links)
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference (Q1644254) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
- Identification and estimation of linear social interaction models (Q2000837) (← links)
- Estimation of partially specified spatial panel data models with random-effects (Q2018881) (← links)
- An overview on econometric models for linear spatial panel data (Q2023837) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Spatial modelling of linear regression coefficients for gauge measurements against satellite estimates (Q2058927) (← links)
- International portfolio bond spillovers (Q2096205) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets (Q2135944) (← links)
- Empirical likelihood for spatial dynamic panel data models (Q2151595) (← links)
- Robust estimation and inference of spatial panel data models with fixed effects (Q2195536) (← links)
- Fixed effects spatial panel data models with time-varying spatial dependence (Q2209591) (← links)
- Adjusted QMLE for the spatial autoregressive parameter (Q2224891) (← links)
- A note on spatial-temporal lattice modeling and maximum likelihood estimation (Q2231021) (← links)
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models (Q2236863) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Reconstructing missing data sequences in multivariate time series: an application to environmental data (Q2324309) (← links)
- Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks (Q2329831) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects (Q2343835) (← links)
- A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
- QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity (Q2421453) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Locally adjusted LM test for spatial dependence in fixed effects panel data models (Q2446475) (← links)
- Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
- Estimation and inference in spatial models with dominant units (Q2658761) (← links)
- Statistical inference in functional semiparametric spatial autoregressive model (Q2671116) (← links)
- Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
- Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
- Estimation of spillover effects with matched data or longitudinal network data (Q2693954) (← links)
