Empirical likelihood for panel data models with spatial errors
From MaRDI portal
Publication:5081028
DOI10.1080/03610926.2020.1780449OpenAlexW3036941790MaRDI QIDQ5081028
Yong Song Qin, Ying Hua Li, Yu'an Li
Publication date: 1 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1780449
Related Items
Empirical likelihood for spatial dynamic panel data models, Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
Cites Work
- Unnamed Item
- Unnamed Item
- Estimation of spatial autoregressive panel data models with fixed effects
- Panel data models with spatially correlated error components
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
- Estimations of parametric functions under a system of linear regression equations with correlated errors
- A review on empirical likelihood methods for regression
- Empirical likelihood ratio confidence regions
- Empirical likelihood for linear models
- Empirical likelihood and general estimating equations
- Testing panel data regression models with spatial error correlation.
- Weighted empirical likelihood inference.
- Some overall properties of seemingly unrelated regression models
- Seemingly unrelated regression models.
- Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances
- Some remarks on a pair of seemingly unrelated regression models
- Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
- QML estimation of dynamic panel data models with spatial errors
- Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Empirical likelihood inference under stratified random sampling using auxiliary population information
- Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
- Empirical likelihood ratio confidence intervals for a single functional
- Estimation Methods for Models of Spatial Interaction
- Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
