-covariance matrix in a …xed e¤ects panel data regression model without the normality assumption on the disturbances. …

regressive spatial autoregressive panel data model. This extends the generalized spatial panel model of Baltagi, Egger and … method suggested by Kapoor, Kelejian, and Prucha (2007) for a spatial autoregressive panel data model. We derive the …

This paper studies the estimation of change point in panel models. We extend Bai (2010) and Feng, Kao and Lazarová …

This paper processes copula-based tests for testing cross-sectional independence of panel models. …

A panel data regression model with heteroskedastic as well as spatially correlated disturbance is considered, and a …

This paper sets up a nested random effects spatial autoregressive panel data model to explain annual house price … nested random effects in a panel data setting. To achieve this, the paper proposes new estimators based on the instrumental …

Durbin model. Using a panel of 2342 hospitals in the 48 continental states observed over the period 2005 to 2008, we find …

This paper focuses on inference based on the usual panel data estimators of a one-way error component regression model … usual panel data estimators ignore this dependence. Two popular forms of spatial autocorrelation are considered, namely … spatial coefficients are large, test of hypothesis based on the usual panel data estimators that ignore spatial dependence can …

applying panel data, a new and more accurate fatality risk measure, and systematic application of panel data estimators …