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Quick but not so dirty ML estimation of spatial autoregressive models
Griffith, Daniel A. - In: Tool kits in regional science : theory, models, and …, (pp. 215-241). 2009
Persistent link: https://www.econbiz.de/10003870539
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Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series
Kunitomo, Naoto; Sato, Seisho - In: The Japanese economic review : the journal of the … 50 (1999) 2, pp. 161-190
Persistent link: https://www.econbiz.de/10001470186
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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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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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Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew; Gouriéroux, Christian - In: Econometrics of risk, (pp. 17-40). 2015
Persistent link: https://www.econbiz.de/10010498586
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First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
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Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis
Li, Deng-Kui; Mei, Chang-Lin; Wang, Ning - In: Regional science & urban economics 79 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012267915
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A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro - In: Econometric reviews 35 (2016) 5/7, pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo; Billé, Anna Gloria - In: Journal of applied econometrics 32 (2017) 6, pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 42 (2023) 2, pp. 157-194
Persistent link: https://www.econbiz.de/10014305484