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Testing for linearity

Hansen, Bruce E. - 1999

Persistent link: https://www.econbiz.de/10001409907

Testing for linearity

Hansen, Bruce E. - In: Surveys in economic dynamics, (pp. 47-72). 2000

Persistent link: https://www.econbiz.de/10001640424

Testing for linearity

Hansen, Bruce E. - In: Journal of economic surveys 13 (1999) 5, pp. 551-576

Persistent link: https://www.econbiz.de/10001440325

On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors

Stocker, Toni - In: Statistical papers 48 (2007) 1, pp. 81-93

Persistent link: https://www.econbiz.de/10003365354

EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects

Baltagi, Badi H.; Deng, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 659-694

Persistent link: https://www.econbiz.de/10011483370

Banded spatio-temporal autoregressions

Gao, Zhaoxing; Ma, Yingying; Wang, Hansheng; Yao, Qiwei - In: Journal of econometrics 208 (2019) 1, pp. 211-230

Persistent link: https://www.econbiz.de/10012139832

Parameter estimation and inference with spatial lags and cointegration

Mutl, Jan; Sögner, Leopold - In: Econometric reviews 38 (2019) 6, pp. 597-635

Persistent link: https://www.econbiz.de/10012181339

A spatial autoregressive model for compositional data

Thi Huong An Nguyen; Thomas-Agnan, Christine; Laurent, … - 2019

Persistent link: https://www.econbiz.de/10012181942

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10011872320

Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments

Liu, Xiaodong; Lee, Lung-fei - In: Econometric reviews 32 (2013) 5/6, pp. 734-753

Persistent link: https://www.econbiz.de/10009758624