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QML estimation of dynamic panel data models with spatial errors
Su, Liangjun; Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
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LM tests of spatial dependence based on bootstrap critical values
Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10011339908
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A general method for third-order bias and variance corrections on a nonlinear estimator
Yang, Zhenlin - In: Journal of econometrics 186 (2015) 1, pp. 178-200
Persistent link: https://www.econbiz.de/10011349513
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Spatial dynamic panel data models with correlated random effects
Li, Liyao; Yang, Zhenlin - In: Journal of econometrics 221 (2021) 2, pp. 424-454
Persistent link: https://www.econbiz.de/10012619244
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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - In: Journal of econometrics 224 (2021) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
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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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Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun - In: Journal of econometrics 168 (2012) 2, pp. 543-560
Persistent link: https://www.econbiz.de/10009614583
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A consistent characteristic function-based test for conditional independence
Su, Liangjun; White, Halbert - In: Journal of econometrics 141 (2007) 2, pp. 807-834
Persistent link: https://www.econbiz.de/10003571354
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Specification test for panel data models with interactive fixed effects
Su, Liangjun; Jin, Sainan; Zhang, Yonghui - In: Journal of econometrics 186 (2015) 1, pp. 222-244
Persistent link: https://www.econbiz.de/10011349506
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Specification testing for transformation models with an application to generalized accelerated failure-time models
Lewbel, Arthur; Lu, Xun; Su, Liangjun - In: Journal of econometrics 184 (2015) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10011326814