A space-time filter for panel data models containing random effects
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Publication:452617
DOI10.1016/j.csda.2010.05.016zbMath1247.62240OpenAlexW3126006946MaRDI QIDQ452617
Olivier Parent, James P. Lesage
Publication date: 15 September 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.05.016
Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
Cites Work
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- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
- QML estimation of dynamic panel data models with spatial errors
- Marginal Likelihood From the Metropolis–Hastings Output
- The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
- A Contribution to the Empirics of Economic Growth
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