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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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Quantile-regression-based clustering for panel data
Zhang, Yingying; Wang, Huixia; Zhu, Zhongyi - In: Journal of econometrics 213 (2019) 1, pp. 54-67
Persistent link: https://www.econbiz.de/10012304542
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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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A spatial panel quantile model with unobserved heterogeneity
Ando, Tomohiro; Li, Kunpeng; Lu, Lina - In: Journal of econometrics 232 (2023) 1, pp. 191-213
Persistent link: https://www.econbiz.de/10013472892
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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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Asymptotics for nonparametric and semiparametric fixed effects panel models
Li, Cong; Liang, Zhongwen - In: Journal of econometrics 185 (2015) 2, pp. 420-434
Persistent link: https://www.econbiz.de/10011348970
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Bootstrap inference for linear dynamic panel data models with individual fixed effects
Gonçalves, Sílvia; Melou, Maximilien Kaffo - In: Journal of econometrics 186 (2015) 2, pp. 407-426
Persistent link: https://www.econbiz.de/10011349453
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Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
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A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179
Persistent link: https://www.econbiz.de/10010255448