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Estimation of unit root spatial dynamic panel data models

Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362

Persistent link: https://www.econbiz.de/10008662668

Estimation of spatial autoregressive panel data models with fixed effects

Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 154 (2010) 2, pp. 165-185

Persistent link: https://www.econbiz.de/10003940092

Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances

Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230

Persistent link: https://www.econbiz.de/10003968542

A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - In: Journal of regional science 50 (2010) 2, pp. 592-614

Persistent link: https://www.econbiz.de/10003974238

Geographically weighted regression bandwidth selection and spatial autocorrelation : an empirical example using Chinese agriculture data

Cho, Seong-hoon; Lambert, Dayton M.; Chen, Zhuo - In: Applied economics letters 17 (2010) 7/9, pp. 767-772

Persistent link: https://www.econbiz.de/10003996711

Approximate likelihood for large irregularly spaced spatial data

Fuentes, Montserrat - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 321-331

Persistent link: https://www.econbiz.de/10003431176

HAC estimation in a spatial framework

Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 140 (2007) 1, pp. 131-154

Persistent link: https://www.econbiz.de/10003579953

Estimating models of complex FDI : are there third-country effects?

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Journal of econometrics 140 (2007) 1, pp. 260-281

Persistent link: https://www.econbiz.de/10003579964

Three essays in applied econometrics

Minkin, Artur - 2003

Persistent link: https://www.econbiz.de/10003385430

OLS-based estimation of the disturbance variance under spatial autocorrelation

Krämer, Walter (contributor); Hanck, Christoph (contributor) - 2006

We investigate the OLS-based estimator s 2 of the disturbance variance in the standard linear regression model with cross section data when the disturbances are homoskedastic, but spatially correlated. For the most popular model of spatially autoregressive disturbances, we show that s 2 can be...

Persistent link: https://www.econbiz.de/10003394588