Pages that link to "Item:Q295707"
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The following pages link to Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707):
Displaying 36 items.
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
- ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS (Q4933582) (← links)
- Empirical likelihood for panel data models with spatial errors (Q5081028) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Estimation and model selection in general spatial dynamic panel data models (Q5854827) (← links)
- Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Testing for sphericity in a two-way error components panel data model (Q5862482) (← 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)
- Scalable semiparametric spatio-temporal regression for large data analysis (Q6050902) (← 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)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
- Identifying latent group structures in spatial dynamic panels (Q6108336) (← 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)
- 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)
- Spatial dynamic panel models with missing data (Q6548835) (← links)
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs (Q6579705) (← links)
- Robust two-stage estimation in general spatial dynamic panel data models (Q6594995) (← links)
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients (Q6604027) (← links)
- Specification Test for Spatial Autoregressive Models (Q6616633) (← links)
- Autoregressive Model With Spatial Dependence and Missing Data (Q6620830) (← links)
- Inward and Outward Network Influence Analysis (Q6620979) (← links)
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients (Q6620993) (← links)
- Analysis of network interventions with an application to hospital-acquired infections (Q6627260) (← links)
- Threshold spatial autoregressive model (Q6664620) (← links)
- Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (Q6664655) (← links)
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application (Q6664666) (← links)
- Multivariate spatiotemporal models with low rank coefficient matrix (Q6664672) (← links)
