Pages that link to "Item:Q113633"

The following pages link to GMM estimation with cross sectional dependence (Q113633):

Displaying 38 items.

• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• Smooth transitions across latitudes and longitudes: an application of a nonlinear panel regression to the climate -- economics nexus (Q2315418) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
• Estimation and inference in spatial models with dominant units (Q2658761) (← links)
• Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
• Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators (Q2786683) (← links)
• Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
• Specification and estimation of social interaction models with network structures (Q3004020) (← links)
• Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
• ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
• GMM with Weak Identification (Q4530981) (← links)
• FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS (Q4917230) (← links)
• SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
• Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (Q5080587) (← links)
• Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
• ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES (Q5314887) (← links)
• SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS (Q5741625) (← links)
• Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances (Q5860989) (← links)
• Yield curve estimation by kernel smoothing methods (Q5952031) (← links)
• Inference in spatial experiments with interference using the \texttt{SpatialEffect} package (Q6045989) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• NONPARAMETRIC PREDICTION WITH SPATIAL DATA (Q6078281) (← links)
• What is a standard error? (And how should we compute it?) (Q6090601) (← links)
• Threshold regression with nonparametric sample splitting (Q6108278) (← links)
• The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers (Q6164707) (← links)
• Making a <i>NARCO</i>: Childhood Exposure to Illegal Labor Markets and Criminal Life Paths (Q6181703) (← links)
• Spatial correlation robust inference (Q6536502) (← links)
• Nonrandom exposure to exogenous shocks (Q6536784) (← links)
• Specification Test for Spatial Autoregressive Models (Q6616633) (← links)
• Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data (Q6620936) (← links)
• Uniform Nonparametric Inference for Spatially Dependent Panel Data (Q6626233) (← links)
• Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust <i>t</i> -Statistic (Q6634897) (← links)