A new semiparametric spatial model for panel time series
type: Item
instance of: scholarly article
title: A new semiparametric spatial model for panel time series
zbMATH Open document ID: 0980.62104
DOI: 10.1016/S0304-4076(01)00070-7
author: Xiaoheng Chen
author: Timothy G. Conley
published in: Journal of Econometrics
publication date: 2002-03-06T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 1687595
zbMATH Keywords: time-varying coefficient
zbMATH Keywords: space-time model
zbMATH Keywords: VAR
zbMATH Keywords: isotropic conditional covariances
zbMATH Keywords: vector time series
zbMATH Keywords: sieve estimators
MaRDI profile type: Publication
cites work: Monotone and probabilistic wavelet approximation
cites work: Ozone Exposure and Population Density in Harris County, Texas
cites work: Sieve Extremum Estimates for Weakly Dependent Data
cites work: Economic distance and cross-country spillovers
cites work: Q4003151
cites work: Mixing: Properties and examples
cites work: Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
cites work: Semi-Nonparametric Maximum Likelihood Estimation
cites work: Q3827451
cites work: Estimating Vector Autoregressions with Panel Data
cites work: Q3870155
cites work: Nonparametric Estimation of Triangular Simultaneous Equations Models
cites work: Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
Wikidata QID: Q127488045
description: scientific article; zbMATH DE number 1687595