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Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime; Tomari, Masashi; Uno, Shohei - In: Applied economics letters 28 (2021) 6, pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
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The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos; Sarno, Lucio - In: The journal of futures markets 19 (1999) 3, pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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Data-dependent methods for the lag length selection in unit root tests with structural change
Quineche Uribe, Ricardo; Rodriguez, Gabriel - 2015
Persistent link: https://www.econbiz.de/10011415370
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Tests for spatial lag dependence based on method of moments estimation
Saavedra, Luz Amparo - In: Regional science & urban economics 33 (2003) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001730133
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Lag length selection in vector autoregressive models : symmetric and asymmetric lags
Ozcicek, Omer; McMillin, W. Douglas - In: Applied economics 31 (1999) 4, pp. 517-524
Persistent link: https://www.econbiz.de/10001418812
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Spatial lags and spatial errors revisited : some Monte Carlo evidence
Dubin, Robin A. - In: Spatial and spatiotemporal econometrics, (pp. 75-98). 2004
Persistent link: https://www.econbiz.de/10002581394
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Maps of continuous spatial dependence
Lopez, Fernando; Angulo, Ana M.; Mur, Jésus - In: Région et développement 30 (2009), pp. 11-34
Persistent link: https://www.econbiz.de/10003925319
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Maximum empirical likelihood estimation of the spatial lag autoregressive model
Lambert, Dayton M. - In: Progress in economics research 25 (2012), pp. 165-176
Persistent link: https://www.econbiz.de/10009552277
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Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun - In: Applied economics 45 (2013) 22/24, pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347