ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
暂无分享,去创建一个
[1] D. Griffith. Spatial Autocorrelation , 2020, Spatial Analysis Methods and Practice.
[2] Mudit Kapoor,et al. Panel data models with spatially correlated error components , 2007 .
[3] Zhenlin Yang,et al. QML estimation of dynamic panel data models with spatial errors , 2015 .
[4] L. Anselin. Spatial Econometrics: Methods and Models , 1988 .
[5] M. Arellano,et al. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations , 1991 .
[6] Cheng Hsiao,et al. Analysis of Panel Data , 1987 .
[7] J. Stock,et al. INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS , 1990 .
[8] M. Arellano,et al. Another look at the instrumental variable estimation of error-components models , 1995 .
[9] H. Kelejian,et al. A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances , 1998 .
[10] Luc Anselin,et al. Space and applied econometrics: Introduction , 1992 .
[11] C. Kao,et al. On the Estimation and Inference of a Cointegrated Regression in Panel Data , 1997 .
[12] Harry H. Kelejian,et al. A suggested method of estimation for spatial interdependent models with autocorrelated errors, and an application to a county expenditure model , 1993 .
[13] J. Ligthart,et al. GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors , 2014 .
[14] Lung-fei Lee,et al. GMM and 2SLS estimation of mixed regressive, spatial autoregressive models , 2007 .
[15] Elisa Tosetti,et al. Large Panels with Common Factors and Spatial Correlations , 2007, SSRN Electronic Journal.
[16] M. Arellano,et al. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators , 2003 .
[17] J. Kiviet,et al. The Effects of Dynamic Feedbacks on Ls and Mm Estimator Accuracy in Panel Data Models , 2002 .
[18] Wolfgang Kellera,et al. The origin of spatial interaction , 2007 .
[19] Harry H. Kelejian,et al. On the asymptotic distribution of the Moran I test statistic with applications , 2001 .
[20] N. Cressie,et al. Statistics for Spatial Data. , 1992 .
[21] P. Phillips,et al. Linear Regression Limit Theory for Nonstationary Panel Data , 1999 .
[22] Lung-fei Lee,et al. Some recent developments in spatial panel data models , 2010 .
[23] Jinyong Hahn,et al. JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS , 2003 .
[24] fei Lee,et al. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Econometric Models II : Mixed Regressive , Spatial Autoregressive Models by Lung - , 2001 .
[25] Lung-fei Lee,et al. CONVERGENCE: A SPATIAL DYNAMIC PANEL DATA APPROACH , 2012 .
[26] Cheng Hsiao,et al. Formulation and estimation of dynamic models using panel data , 1982 .
[27] In Choiy. Nonstationary Panels , 2004 .
[28] Erich Novak,et al. Special issue , 2006, J. Complex..
[29] Cheng Hsiao,et al. Estimation of Dynamic Models with Error Components , 1981 .
[30] Christopher A. Sims,et al. Advances in Econometrics , 1996 .
[31] Hyungsik Roger Moon,et al. Testing For A Unit Root In Panels With Dynamic Factors , 2002 .
[32] Lung-fei Lee,et al. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models , 2004 .
[33] Kerry Patterson,et al. Palgrave Handbook of Econometrics , 2009 .
[34] P. Pedroni. Fully Modified OLS for Heterogeneous Cointegrated Panels and the Case of Purchasing Power Parity , 1996 .
[35] J. Neyman,et al. Consistent Estimates Based on Partially Consistent Observations , 1948 .
[36] Badi H. Baltagi,et al. Testing for Serial Correlation, Spatial Autocorrelation and Random Effects , 2004 .
[37] Alain Pirotte,et al. Estimating and Forecasting with a Dynamic Spatial Panel Data Model , 2014 .
[38] Gianfranco Piras,et al. splm: Spatial Panel Data Models in R , 2012 .
[39] Luc Anselin,et al. New Directions in Spatial Econometrics , 2011 .
[40] R. Blundell,et al. Initial Conditions and Moment Restrictions in Dynamic Panel Data Models , 1998 .
[41] Luc Anselin,et al. Spatial Dependence in Linear Regression Models with an Introduction to Spatial Econometrics , 1995 .
[42] Lung-fei Lee,et al. Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration , 2012 .
[43] Jinyong Hahn,et al. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both N and T are Large , 2000 .
[44] Lung-fei Lee,et al. Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large , 2008 .
[45] Nick Paulson,et al. Spatial Approaches to Panel Data in Agricultural Economics: A Climate Change Application , 2011, Journal of Agricultural and Applied Economics.
[46] Lung-fei Lee,et al. Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Eects When Both n and T Are Large: A Nonstationary Case , 2007 .
[47] Maurice J.G Bun,et al. Bias-Corrected Estimation in Dynamic Panel Data Models , 2005 .
[48] Mike Rees,et al. 5. Statistics for Spatial Data , 1993 .
[49] Badi H. Baltagi,et al. Testing Panel Data Regression Models with Spatial Error Correlation , 2002 .