Narrow search
Showing 1 - 10 of 40
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie; Su, Liangjun - In: Journal of econometrics 207 (2018) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
Cover Image
Panel threshold regressions with latent group structures
Miao, Ke; Su, Liangjun; Wang, Wendun - In: Journal of econometrics 214 (2020) 2, pp. 451-481
Persistent link: https://www.econbiz.de/10012439052
Cover Image
Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155