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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 186 (2015) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
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Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 221 (2021) 2, pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
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Unified M-estimation of fixed-effects spatial dynamic models with short panels
Yang, Zhenlin - In: Journal of econometrics 205 (2018) 2, pp. 423-447
Persistent link: https://www.econbiz.de/10012110313
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Banded spatio-temporal autoregressions
Gao, Zhaoxing; Ma, Yingying; Wang, Hansheng; Yao, Qiwei - In: Journal of econometrics 208 (2019) 1, pp. 211-230
Persistent link: https://www.econbiz.de/10012139832
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QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Qu, Xi; Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 197 (2017) 2, pp. 173-201
Persistent link: https://www.econbiz.de/10011818351
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai; Jong, Robert M. de; Lee, Lung-fei - In: Journal of econometrics 146 (2008) 1, pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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Fixed effects estimation of structural parameters and marginal effects in panel probit models
Fernández-Val, Iván - In: Journal of econometrics 150 (2009) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10003847513