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subject:"Panel"
subject:"Stochastic process"
~person:"Yu, Jihai"
~subject:"Cointegration"
~subject:"Momentenmethode"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
16
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16
Panel study
14
Räumliche Interaktion
10
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10
Estimation
6
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spatial autoregression
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Yu, Jihai
Phillips, Peter C. B.
88
Pesaran, M. Hashem
79
Baltagi, Badi H.
74
Gao, Jiti
66
Andrews, Donald W. K.
45
Hayakawa, Kazuhiko
39
Hsiao, Cheng
31
Su, Liangjun
30
Weidner, Martin
28
Lee, Lung-fei
27
Westerlund, Joakim
26
Kao, Chihwa
25
Zhou, Qiankun
25
Moon, Hyungsik Roger
23
Peng, Bin
22
Sarafidis, Vasilis
22
Chudik, Alexander
21
Wagner, Martin
21
Windmeijer, Frank
21
Johansen, Søren
20
Bai, Jushan
19
Bun, Maurice J. G.
19
Newey, Whitney K.
19
Shi, Xiaoxia
19
Bresson, Georges
18
Koopman, Siem Jan
18
Smith, Richard J.
18
Arellano, Manuel
17
Fernández-Val, Iván
17
Guggenberger, Patrik
17
Hall, Alastair R.
17
Han, Chirok
17
Li, Degui
17
Nielsen, Morten Ørregaard
17
Okui, Ryo
16
Pirotte, Alain
16
Sul, Donggyu
16
Watson, Mark W.
16
Linton, Oliver
15
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Journal of econometrics
4
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
7
(
2012
)
1
,
pp. 31-74
Persistent link: https://www.econbiz.de/10009564237
Saved in:
12
Estimation of spatial panels
Lee, Lung-fei
;
Yu, Jihai
-
2011
Persistent link: https://www.econbiz.de/10009124442
Saved in:
13
A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots
Lee, Lung-fei
;
Yu, Jihai
- In:
Handbook of empirical economics and finance
,
(pp. 397-434)
.
2011
Persistent link: https://www.econbiz.de/10009130112
Saved in:
14
Estimation of spatial autoregressive panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10003940092
Saved in:
15
Estimation of unit root spatial dynamic panel data models
Yu, Jihai
;
Lee, Lung-fei
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
Saved in:
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