Trending Time-Varying Coefficient Spatial Panel Data Models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- An efficient GMM estimator of spatial autoregressive models
- Design-adaptive Nonparametric Regression
- Direct semi-parametric estimation of fixed effects panel data varying coefficient models
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Estimation Methods for Models of Spatial Interaction
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- Estimation of time-varying coefficient dynamic panel data models
- Fixed effects spatial panel data models with time-varying spatial dependence
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Large Sample Properties of Generalized Method of Moments Estimators
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Network Functional Varying Coefficient Model
- Non-parametric time-varying coefficient panel data models with fixed effects
- Nonparametric econometrics. Theory and practice.
- Nonparametric trending regression with cross-sectional dependence
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- Semiparametric GMM estimation of spatial autoregressive models
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Semiparametric trending panel data models with cross-sectional dependence
- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Testing for common trends in semi-parametric panel data models with fixed effects
- The nonlinear two-stage least-squares estimator
- Trending time series and macroeconomic activity: Some present and future challenges
- Trending time-varying coefficient time series models with serially correlated errors
Cited in
(5)- Time-varying coefficient spatial panel interval-valued models and applications
- Estimation for partially time-varying spatial autoregressive panel data model under linear constraints
- Variable selection in high-dimensional varying coefficient panel data models with fixed effects
- Inference for trend functions in partially linear models
- Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure
This page was built for publication: Trending Time-Varying Coefficient Spatial Panel Data Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7023586)
