Estimating flow data models of international trade: dual gravity and spatial interactions
From MaRDI portal
Publication:6134152
DOI10.1080/07474938.2023.2178087MaRDI QIDQ6134152
Jihai Yu, Fei Jin, Lung-fei Lee
Publication date: 25 July 2023
Published in: Econometric Reviews (Search for Journal in Brave)
Cites Work
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Estimation of spatial autoregressive panel data models with fixed effects
- Finite sample properties of maximum likelihood estimator in spatial models
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Identification of peer effects through social networks
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Multivariate spatial autoregressive model for large scale social networks
- Econometric analysis of production networks with dominant units
- Expectation of quadratic forms in normal and nonnormal variables with applications
- Estimation and inference in spatial models with dominant units
- Specification and estimation of social interaction models with network structures
- Identification of Endogenous Social Effects: The Reflection Problem
- Estimating Trade Flows: Trading Partners and Trading Volumes*
- Matrix Analysis
- EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Technology, Geography, and Trade
- Finite Sample Econometrics
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
This page was built for publication: Estimating flow data models of international trade: dual gravity and spatial interactions