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Functional-coefficient spatial autoregressive models with nonparametric spatial weights
Sun, Yiguo - In: Journal of econometrics 195 (2016) 1, pp. 134-153
Persistent link: https://www.econbiz.de/10011705245
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Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
Malikov, Emir; Sun, Yiguo - In: Journal of econometrics 199 (2017) 1, pp. 12-34
Persistent link: https://www.econbiz.de/10011818803
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Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
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Social threshold regression
Konstantinidi, Antri; Kourtellos, Andros; Sun, Yiguo - In: Journal of econometrics 235 (2023) 2, pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
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Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects
Sun, Yiguo - 2017
This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model with unobserved individual effects which can accommodate (multiple) time-invariant regressors in the model with a large number of cross-sectional units and a fixed number of time...
Persistent link: https://www.econbiz.de/10012944279