The following pages link to (Q5688853):
Displaying 18 items.
- HAC estimation in a spatial framework (Q280271) (← links)
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (Q707060) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- The modifiable area unit problem and the spatial autocorrelation problem: towards a joint approach (Q1094046) (← links)
- Influence of spatial autocorrelation on a fixed-effect model used to evaluate treatment of oil spills (Q1397794) (← links)
- Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
- A close look at the spatial structure implied by the CAR and SAR models. (Q1427517) (← links)
- BLUP in the panel regression model with spatially and serially correlated error components (Q1856574) (← links)
- Functional form and spatial dependence in dynamic panels (Q1929085) (← links)
- Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales (Q2294457) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- Contributions to spatial autocorrelation analysis (Q2639559) (← links)
- Connection between phantom and spatial correlation in the Kolmogorov-Johnson-Mehl-Avrami-model: a brief review (Q2669313) (← links)
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585) (← links)
- An information-theoretic approach to study spatial dependencies in small datasets (Q5161106) (← links)
- Rao's score test in spatial econometrics (Q5943797) (← links)
- Simultaneous autoregressive models for spatial extremes (Q6626377) (← links)
