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Panel data models with spatially correlated error components
Kapoor, Mudit; Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 140 (2007) 1, pp. 97-130
Persistent link: https://www.econbiz.de/10003579952
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In the neighborhood : the trade effects of the Euro in a spatial framework
Kelejian, Harry H.; Tavlas, George S.; Petroulas, Pavlos - In: Regional science & urban economics 42 (2012) 1/2, pp. 314-322
Persistent link: https://www.econbiz.de/10009621654
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Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes
Kelejian, Harry H.; Piras, Gianfranco - In: Regional science & urban economics 46 (2014), pp. 140-149
Persistent link: https://www.econbiz.de/10010475661
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A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence
Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605
Persistent link: https://www.econbiz.de/10011661869
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Dynamic spatial panel models : networks, common shocks, and sequential exogeneity
Kuersteiner, Guido M.; Prucha, Ingmar R. - 2015
This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We significantly expand the scope of the existing literature by allowing for endogenous spatial weight matrices,...
Persistent link: https://www.econbiz.de/10011298538
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Limit theory for panel data models with cross sectional dependence and sequential exogeneity
Kuersteiner, Guido M.; Prucha, Ingmar R. - In: Journal of econometrics 174 (2013) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10009751241
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Dynamic Spatial Panel Models : Networks, Common Shocks, and Sequential Exogeneity
Kuersteiner, Guido M. - 2015
This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We significantly expand the scope of the existing literature by allowing for endogenous spatial weight matrices,...
Persistent link: https://www.econbiz.de/10013018457