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Serial and spatial error correlation

Citations

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Cited by:

  1. Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Other publications TiSEM b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
  2. Pablo Fernández & Marcos Herrera Gómez, 2023. "Regresiones SUR Espaciales. Análisis Espacio-temporal del Empleo Sectorial en Argentina," Working Papers 279, Red Nacional de Investigadores en Economía (RedNIE).
  3. repec:rri:wpaper:201303 is not listed on IDEAS
  4. Matthias Siller & Thomas Schatzer & Janette Walde & Gottfried Tappeiner, 2021. "What drives total factor productivity growth? An examination of spillover effects," Regional Studies, Taylor & Francis Journals, vol. 55(6), pages 1129-1139, June.
  5. Stephanie Glaser & Robert C. Jung & Karsten Schweikert, 2022. "Spatial panel count data: modeling and forecasting of urban crimes," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-29, December.
  6. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
  7. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
  8. Manisha Chakrabarty & Amita Majumder & Ranjan Ray, 2018. "A Framework for the Simultaneous Measurement of Spatial Variation and Temporal Movement in Prices in a Heterogeneous Country: The Dynamic Household Regional Product Dummy Model," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(3), pages 703-730, September.
  9. Anja Kukuvec & Harald Oberhofer, 2018. "The propagation of business sentiment within the European Union," Department of Economics Working Papers wuwp257, Vienna University of Economics and Business, Department of Economics.
  10. Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Other publications TiSEM b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
  11. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
  12. Karsten Schweikert & Manuel Huth & Mark Gius, 2021. "Detecting a copycat effect in school shootings using spatio‐temporal panel count models," Contemporary Economic Policy, Western Economic Association International, vol. 39(4), pages 719-736, October.
  13. Li, Bogui & Chen, Hao, 2024. "Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time," Finance Research Letters, Elsevier, vol. 59(C).
  14. Giovanni Millo, 2024. "An Ad Hoc Procedure for Testing Serial Correlation in Spatial Fixed-Effects Panels," Mathematics, MDPI, vol. 12(10), pages 1-18, May.
  15. Jesús Mur & Fernando López & Marcos Herrera, 2010. "Testing for Spatial Effects in Seemingly Unrelated Regressions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(4), pages 399-440.
  16. Bogui Li & Jianbao Chen & Shuangshuang Li, 2023. "Estimation of Fixed Effects Partially Linear Varying Coefficient Panel Data Regression Model with Nonseparable Space-Time Filters," Mathematics, MDPI, vol. 11(6), pages 1-24, March.
  17. Bogui Li & Jianbao Chen & Hao Chen, 2024. "Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors," Statistical Papers, Springer, vol. 65(8), pages 4915-4953, October.
  18. Ben R. Craig & Michael Koetter & Ulrich Kruger, 2014. "Interbank Lending and Distress: Observables, Unobservables, and Network Structure," Working Papers (Old Series) 1418, Federal Reserve Bank of Cleveland.
  19. Roger Bivand & Giovanni Millo & Gianfranco Piras, 2021. "A Review of Software for Spatial Econometrics in R," Mathematics, MDPI, vol. 9(11), pages 1-40, June.
  20. Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
  21. Du Xiaodong & Hennessy David & Edwards William A., 2008. "Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 6(2), pages 1-25, December.
  22. Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Other publications TiSEM d473cc67-03f6-4389-9a9f-3, Tilburg University, School of Economics and Management.
  23. Tiziana Caliman & Enrico Di Bella, 2011. "House Price Dynamics in Italy - La dinamica delle quotazioni immobiliari in Italia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 64(1), pages 37-65.
  24. Millo, Giovanni, 2025. "Empirical behaviour of Anselin et al.’s locally robust LM tests for spatial dependence in a panel data setting," Regional Science and Urban Economics, Elsevier, vol. 112(C).
  25. Gianfranco Piras, 2013. "Efficient GMM Estimation of a Cliff and Ord Panel Data Model with Random Effects," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 370-388, September.
  26. Gong, Pu & Weng, Yingliang, 2016. "Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 173-191.
  27. Li, Bogui & Chen, Jianbao, 2026. "GMM estimation of fixed effects partially linear additive SAR model with space-time correlated disturbances," Computational Statistics & Data Analysis, Elsevier, vol. 213(C).
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