Fixed-effects dynamic spatial panel data models and impulse response analysis
Year of publication: |
May 2017
|
---|---|
Authors: | Li, Kunpeng |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 1, p. 102-121
|
Subject: | Dynamic spatial models | Panel data models | Quasi maximum likelihood estimation | Impulse response analysis | Confidence intervals | Model selection | Panel | Panel study | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Conditional asymmetry in ARCH models
Royer, Julien, (2020)
-
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei, (2021)
-
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua, (2015)
- More ...
-
Li, Kunpeng, (2018)
-
Design of extended warranties in supply chains
Li, Kunpeng, (2005)
-
Li, Kunpeng, (2008)
- More ...