Pages that link to "Item:Q77665"

The following pages link to Estimation of spatial autoregressive panel data models with fixed effects (Q77665):

Displaying 50 items.

• QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity (Q2421453) (← links)
• Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
• Locally adjusted LM test for spatial dependence in fixed effects panel data models (Q2446475) (← links)
• Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
• Estimation and inference in spatial models with dominant units (Q2658761) (← links)
• Panel threshold spatial Durbin models with individual fixed effects (Q2660020) (← links)
• Statistical inference in functional semiparametric spatial autoregressive model (Q2671116) (← links)
• Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
• Estimation of spillover effects with matched data or longitudinal network data (Q2693954) (← links)
• Forecasting the unemployment rate over districts with the use of distinct methods (Q2697073) (← links)
• Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (Q2829464) (← links)
• Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components (Q2979581) (← links)
• The Hausman test in a Cliff and Ord panel model (Q3018489) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS (Q4637612) (← links)
• (Q4998879) (← links)
• (Q5011427) (← links)
• Quantile regression for general spatial panel data models with fixed effects (Q5036964) (← links)
• Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
• Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models (Q5041349) (← links)
• A Generalized Spatial Panel Data Model with Random Effects (Q5080586) (← links)
• Empirical likelihood for panel data models with spatial errors (Q5081028) (← links)
• Simulations of local Moran’s index in a spatio-temporal setting (Q5085976) (← links)
• Computational aspects of the EM algorithm for spatial econometric models with missing data (Q5106886) (← links)
• (Q5125161) (← links)
• Spatial–temporal variation of casuarina spread in Cauvery delta and north eastern zone of Tamil Nadu, India: a spatial autoregressive model (Q5139079) (← links)
• Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
• (Q5701609) (← links)
• Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances (Q5860989) (← links)
• Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
• Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model (Q5864369) (← links)
• Estimation of partially specified spatial panel data models with fixed-effects (Q5864450) (← links)
• Unified M-estimation of matrix exponential spatial dynamic panel specification (Q5867568) (← links)
• Penalized quantile regression for spatial panel data with fixed effects (Q5875324) (← links)
• Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)
• Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China (Q6069496) (← links)
• Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach (Q6093744) (← links)
• News-implied linkages and local dependency in the equity market (Q6108277) (← links)
• A generalization of the spatial binary model to the longitudinal spatial setup (Q6123493) (← links)
• (Q6123710) (← links)
• Recognition and variable selection in sparse spatial panel data models with fixed effects (Q6138718) (← links)
• Simultaneous Spatial Panel Data Models with Common Shocks (Q6149872) (← links)
• Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)
• The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers (Q6164707) (← links)
• Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors (Q6164735) (← links)
• Imputed quantile tensor regression for near-sited spatial-temporal data (Q6168920) (← links)
• Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
• Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)
• Distributed estimation and inference for spatial autoregression model with large scale networks (Q6193070) (← links)