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On the risk comovements between the crude oil market and U.S. dollar exchange rates

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Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

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Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors : An Application to Hedonic Housing Prices...

Baltagi, Badi H. - 2010

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...

Persistent link: https://www.econbiz.de/10013137243