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Citations for "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large"

by Yu, Jihai & de Jong, Robert & Lee, Lung-fei

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  1. Min Seong Kim & Yixiao Sun, 2011. "Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects," Working Papers 029, Ryerson University, Department of Economics.
  2. Saguatti, Annachiara & Erickson, Kenneth & Gutierrez, Luciano, 2014. "Spatial panel models for the analysis of land prices," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182757, European Association of Agricultural Economists.
  3. David Agrawal, 2014. "Lost in America: Evidence on Local Sales Taxes from National Panel Data," CESifo Working Paper Series 4943, CESifo Group Munich.
  4. Olivier Parent & James P. Lesage, 2009. "A space-time filter for panel data models containing random effects," University of Cincinnati, Economics Working Papers Series 2009-04, University of Cincinnati, Department of Economics.
  5. Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
  6. Saguatti, Annachiara & Erickson, Kenneth & Gutierrez, Luciano, 2014. "Spatial panel models for the analysis of land prices," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 172997, Italian Association of Agricultural and Applied Economics (AIEAA).
  7. Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
  8. Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
  9. Nicolas Debarsy & Cem Ertur, 2009. "Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model," Post-Print halshs-00414133, HAL.
  10. Lee, Lung-fei & Yu, Jihai, 2010. "Estimation of spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 154(2), pages 165-185, February.
  11. Lee, Lung-fei & Yu, Jihai, 2010. "Some recent developments in spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 255-271, September.
  12. Hermann Pythagore Pierre Donfouet & P. Wilner Jeanty & Eric Malin, 2013. "A Spatial Dynamic Panel Analysis of Corruption," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201324, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  13. Olivier Parent, 2012. "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, vol. 14(1), pages 49-73, January.
  14. Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013. "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.
  15. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  16. Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2011. "Estimating and Forecasting with a Dynamic Spatial Panel Data Model," SERC Discussion Papers 0095, Spatial Economics Research Centre, LSE.
  17. Jenish, Nazgul & Prucha, Ingmar R., 2012. "On spatial processes and asymptotic inference under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 170(1), pages 178-190.
  18. Olivier Parent & James P. Lesage, 2010. "A Spatial Dynamic Panel Model with Random Effects Applied to Commuting Times," University of Cincinnati, Economics Working Papers Series 2010-01, University of Cincinnati, Department of Economics.
  19. M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series 2103, CESifo Group Munich.
  20. Bai, Jushan & Li, Kunpeng, 2013. "Spatial panel data models with common shocks," MPRA Paper 52786, University Library of Munich, Germany, revised 09 Mar 2014.
  21. Christopher L. Foote, 2007. "Space and time in macroeconomic panel data: young workers and state-level unemployment revisited," Working Papers 07-10, Federal Reserve Bank of Boston.
  22. Mitze, Timo, 2010. "Network Dependency in Migration Flows – A Space-time Analysis for Germany since Re-unification," Ruhr Economic Papers 205, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  23. 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)," Discussion Paper 2015-003, Tilburg University, Center for Economic Research.
  24. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  25. Geertsema, J. Bieuwe & Allers, Maarten A., 2014. "The effects of local government amalgamation on public spending and service levels. Evidence from 15 years of municipal boundary reform," Research Report 14019-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  26. Fossen, Frank M. & Freier, Ronny & Martin, Thorsten, 2014. "Race to the debt trap? Spatial econometric evidence on debt in German municipalities," Discussion Papers 2014/1, Free University Berlin, School of Business & Economics.
  27. Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 180(2), pages 174-197.
  28. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
  29. Moscone, Francesco & Tosetti, Elisa, 2010. "GMM estimation of Spatial Panels with Fixed Effects," MPRA Paper 20152, University Library of Munich, Germany.
  30. Seo-Young Cho & Axel Dreher & Eric Neumayer, 2014. "Determinants of Anti-Trafficking Policies: Evidence from a New Index," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(2), pages 429-454, 04.
  31. Ana Angulo & F. Trívez, 2010. "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, vol. 12(2), pages 155-174, June.
  32. Salima Bouayad-Agha & Nadine Turpin & Lionel Védrine, 2010. "Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005," TEPP Working Paper 2010-17, TEPP.
  33. Atems, Bebonchu, 2013. "The spatial dynamics of growth and inequality: Evidence using U.S. county-level data," Economics Letters, Elsevier, vol. 118(1), pages 19-22.
  34. 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.
  35. Moscone, F. & Tosetti, E., 2011. "GMM estimation of spatial panels with fixed effects and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 41(5), pages 487-497, September.
  36. Kuersteiner, Guido M. & Prucha, Ingmar R., 2013. "Limit theory for panel data models with cross sectional dependence and sequential exogeneity," Journal of Econometrics, Elsevier, vol. 174(2), pages 107-126.
  37. Corinne Autant-Bernard, 2011. "Spatial econometrics of innovation: Recent contributions and research perspectives," Working Papers halshs-00605056, HAL.
  38. Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2012. "Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration," Journal of Econometrics, Elsevier, vol. 167(1), pages 16-37.
  39. Seo-Young Cho & Axel Dreher & Eric Neumayer, 2012. "The Determinants of Anti-trafficking Policies: Evidence from a New Index," Economics of Security Working Paper Series 72, DIW Berlin, German Institute for Economic Research.
  40. Wang, Wei & Lee, Lung-fei, 2013. "Estimation of spatial panel data models with randomly missing data in the dependent variable," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 521-538.
  41. Giulio Cainelli & Sandro Montresor & Giuseppe Vittucci Marzetti, 2014. "Spatial agglomeration and firm exit: a spatial dynamic analysis for Italian provinces," Small Business Economics, Springer, vol. 43(1), pages 213-228, June.
  42. Mohl, Philipp & Hagen, Tobias, 2011. "Do EU structural funds promote regional employment? Evidence from dynamic panel data models," Working Paper Series 1403, European Central Bank.
  43. José-Antonio Monteiro & Madina Kukenova, 2009. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," IRENE Working Papers 09-01, IRENE Institute of Economic Research.
  44. 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.
  45. Benjamin Montmartin & Marcos Herrera, 2014. "Internal and External Effects of R&D Subsidies and Fiscal Incentives: Empirical Evidence Using Spatial Dynamic Panel Models," GREDEG Working Papers 2014-09, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  46. Semerikova, Elena, 2014. "Unemployment in East and West Germany: Spatial panel data analysis," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 107-132.
  47. 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)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
  48. Giovanni Millo & Gianfranco Piras, . "splm: Spatial Panel Data Models in R," Journal of Statistical Software, American Statistical Association, vol. 47(i01).
  49. Minfeng Deng & George Athanasopoulos, 2009. "Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach," Monash Econometrics and Business Statistics Working Papers 10/09, Monash University, Department of Econometrics and Business Statistics.
  50. Yu, Dalei & Bai, Peng & Ding, Chang, 2015. "Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias," Computational Statistics & Data Analysis, Elsevier, vol. 87(C), pages 116-135.
  51. Claeys, Peter & Moreno, Rosina & Suriñach, Jordi, 2012. "Debt, interest rates, and integration of financial markets," Economic Modelling, Elsevier, vol. 29(1), pages 48-59.
  52. Zhang, Yuanqing & Sun, Yanqing, 2015. "Estimation of partially specified dynamic spatial panel data models with fixed-effects," Regional Science and Urban Economics, Elsevier, vol. 51(C), pages 37-46.
  53. Yang, Yuan & Zhang, Junjie & Wang, Can, 2014. "Is China on Track to Comply with Its 2020 Copenhagen Carbon Intensity Commitment?," University of California at San Diego, Economics Working Paper Series qt1r5251g8, Department of Economics, UC San Diego.
  54. Zhang, Xiang & Zheng, Yanbing, 2012. "A note on spatial–temporal lattice modeling and maximum likelihood estimation," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2145-2155.
  55. Wang, Luya & Li, Kunpeng & Wang, Zhengwei, 2014. "Quasi maximum likelihood estimation for simultaneous spatial autoregressive models," MPRA Paper 59901, University Library of Munich, Germany.
  56. Tao, Ji & Yu, Jihai, 2012. "The spatial time lag in panel data models," Economics Letters, Elsevier, vol. 117(3), pages 544-547.
  57. Franziska Lottmann, 2012. "Regional Unemployment in Germany: a spatial panel data analysis," ERSA conference papers ersa12p53, European Regional Science Association.
  58. repec:rri:wpaper:201303 is not listed on IDEAS
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