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Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instrume...

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510

Scaled PCA : a new approach to dimension reduction

Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; … - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1678-1695

Persistent link: https://www.econbiz.de/10013260016

Econometric analysis of large factor models

Bai, Jushan; Wang, Peng - In: Annual review of economics 8 (2016), pp. 53-80

Persistent link: https://www.econbiz.de/10011743160

Experience effect in the impact of free trial promotions

Reza, Sadat; Ho, Hillbun; Ling, Richard Seyler; Shi, Hongyan - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1648-1669

Persistent link: https://www.econbiz.de/10012506018