Pages that link to "Item:Q113633"
From MaRDI portal
The following pages link to GMM estimation with cross sectional dependence (Q113633):
Displaying 50 items.
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- conleyreg (Q113634) (← links)
- Asymptotic inference from multi-stage samples (Q262753) (← links)
- Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- The origin of spatial interaction (Q280287) (← links)
- Estimating regional trade agreement effects on FDI in an interdependent world (Q295565) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- Spatial errors in count data regressions (Q312360) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Nonparametric recursive density estimation for spatial data (Q512355) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Partial maximum likelihood estimation of spatial probit models (Q528121) (← links)
- Robust estimation under error cross section dependence (Q529792) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- A spatio-temporal model of house prices in the USA (Q736568) (← links)
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- Inference with dependent data using cluster covariance estimators (Q738071) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- Statistical inference on regression with spatial dependence (Q738181) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Harmonic symmetries of imperfect competition on circular city (Q999739) (← links)
- Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
- Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
- Confidence intervals for linear unbiased estimators under constrained dependence (Q1657953) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Quasi-generalized least squares regression estimation with spatial data (Q1673550) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
- A robust test for network generated dependence (Q1792482) (← links)
- HAC estimation in spatial panels (Q1925850) (← links)
- Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
- Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
- Limit theorems for network dependent random variables (Q2024457) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Estimation of spatial sample selection models: a partial maximum likelihood approach (Q2106403) (← links)
- Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
- Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes (Q2178095) (← links)
- The cost of gendered attitudes on a female candidate: evidence from Google Trends (Q2209560) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
