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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. Parent, Olivier & LeSage, James P., 2010. "A spatial dynamic panel model with random effects applied to commuting times," Transportation Research Part B: Methodological, Elsevier, vol. 44(5), pages 633-645, June.
  2. 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.
  3. Borck, Rainald & Fossen, Frank M. & Freier, Ronny & Martin, Thorsten, 2015. "Race to the debt trap? — Spatial econometric evidence on debt in German municipalities," Regional Science and Urban Economics, Elsevier, vol. 53(C), pages 20-37.
  4. S. 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," Working Papers halshs-00812077, HAL.
  5. repec:rri:wpaper:201303 is not listed on IDEAS
  6. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
  7. 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.
  8. Tobias Hagen & Philipp Mohl, 2011. "Econometric Evaluation of EU Cohesion Policy: A Survey," Chapters,in: International Handbook on the Economics of Integration, Volume III, chapter 16 Edward Elgar Publishing.
  9. 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.
  10. Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 259-274.
  11. bouayad-agha-Hamouche, salima & turpin, nadine & védrine, lionel, 2012. "Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy," MPRA Paper 65470, University Library of Munich, Germany.
  12. 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.
  13. Franziska Lottmann, 2012. "Regional Unemployment in Germany: a spatial panel data analysis," ERSA conference papers ersa12p53, European Regional Science Association.
  14. Goundan, Anatole & Tankari, Mahamadou Roufahi, 2016. "A dynamic spatial model of agricultural price transmission: Evidence from the Niger millet market," IFPRI discussion papers 1536, International Food Policy Research Institute (IFPRI).
  15. 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.
  16. 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.
  17. Ouedraogo, Abdoulaye, 2016. "Local economic impact of boom and bust in mineral resource extraction in the United States: A spatial econometrics analysis," Resources Policy, Elsevier, vol. 50(C), pages 292-305.
  18. Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2017. "Spatial panel-data models using Stata," Stata Journal, StataCorp LP, vol. 17(1), pages 139-180, March.
  19. 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.
  20. 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.
  21. Agrawal, David R., 2014. "LOST in America: Evidence on local sales taxes from national panel data," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 147-163.
  22. 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.
  23. Pesaran, M. Hashem & Tosetti, Elisa, 2011. "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
  24. Masayoshi Hayashi & Wataru Yamamoto, 2017. "Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
  25. Kim, Min Seong & Sun, Yixiao, 2013. "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 177(1), pages 85-108.
  26. 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.
  27. Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2014. "Estimating and Forecasting with a Dynamic Spatial Panel Data Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 112-138, February.
  28. Parent, Olivier & LeSage, James P., 2011. "A space-time filter for panel data models containing random effects," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 475-490, January.
  29. 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.
  30. 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.
  31. Halleck Vega, Solmaria & Elhorst, J. Paul, 2016. "A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 85-95.
  32. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
  33. Corinne Autant-Bernard, 2011. "Spatial econometrics of innovation: Recent contributions and research perspectives," Working Papers halshs-00605056, HAL.
  34. Bottasso, Anna & Conti, Maurizio & Ferrari, Claudio & Tei, Alessio, 2014. "Ports and regional development: A spatial analysis on a panel of European regions," Transportation Research Part A: Policy and Practice, Elsevier, vol. 65(C), pages 44-55.
  35. Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada
    [Fundamentals of Applied Spatial Econometrics]
    ," MPRA Paper 80871, University Library of Munich, Germany.
  36. Júlia Gallego Ziero Uhr & André Luis Squarize Chagas, Daniel de Abreu Pereira Uhr, Renan Porn Peres, 2017. "A study on environmental infractions for Brazilian municipalities: a spatial dynamic panel approach," Working Papers, Department of Economics 2017_13, University of São Paulo (FEA-USP).
  37. 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.
  38. repec:eee:retrec:v:61:y:2017:i:c:p:2-14 is not listed on IDEAS
  39. Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 11569, University Library of Munich, Germany, revised Nov 2008.
  40. 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.
  41. Frank M. Fossen & Thorsten Martin, 2016. "Entrepreneurial Spillovers over Space and Time," Discussion Papers of DIW Berlin 1618, DIW Berlin, German Institute for Economic Research.
  42. DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016. "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," CORE Discussion Papers 2016053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  43. 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.
  44. Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
  45. Mitze, Timo, 2010. "Network Dependency in Migration Flows – A Space-time Analysis for Germany since Re-unification," Ruhr Economic Papers 205, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  46. Debarsy, Nicolas & Ertur, Cem, 2010. "Testing for spatial autocorrelation in a fixed effects panel data model," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 453-470, November.
  47. Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo Group Munich.
  48. 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, April.
  49. Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
  50. 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.
  51. 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.
  52. Niu, Honglei & Lekse, William, 2017. "Carbon emission effect of urbanization at regional level: Empirical evidence from China," Economics Discussion Papers 2017-62, Kiel Institute for the World Economy (IfW).
  53. Candelon, Bertrand & Carare, Alina & Miao, Keith, 2016. "Revisiting the new normal hypothesis," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 5-31.
  54. 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.
  55. Aparna Sengupta, 2017. "Testing for a Structural Break in a Spatial Panel Model," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-17, March.
  56. Qu, Xi & Lee, Lung-fei & Yu, Jihai, 2017. "QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices," Journal of Econometrics, Elsevier, vol. 197(2), pages 173-201.
  57. Wong P-H., 2014. "Insurgents in motion: Counterinsurgency and insurgency relocation in Iraq," MERIT Working Papers 045, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  58. Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016. "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," Journal of Econometrics, Elsevier, vol. 194(2), pages 369-382.
  59. James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
  60. repec:eee:regeco:v:65:y:2017:i:c:p:65-88 is not listed on IDEAS
  61. Wanzenböck, Iris & Piribauer, Philipp, 2015. "R&D networks and regional knowledge production in Europe. Evidence from a space-time model," Department of Economics Working Paper Series 4652, WU Vienna University of Economics and Business.
  62. repec:dgr:rugsom:14019-eef is not listed on IDEAS
  63. Olivier Parent, 2012. "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, vol. 14(1), pages 49-73, January.
  64. Elhorst, J. Paul, 2010. "Dynamic panels with endogenous interaction effects when T is small," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 272-282, September.
  65. Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016. "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 52-72.
  66. 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.
  67. Giuseppe Arcangelis & Majlinda Joxhe, 2015. "How do migrants save? Evidence from the British Household Panel Survey on temporary and permanent migrants versus natives," IZA Journal of Migration, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-23, December.
  68. Allers, Maarten & Geertsema, Bieuwe, 2014. "The effects of local government amalgamation on public spending and service levels," Research Report 14019-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  69. Wang, Luya & Li, Kunpeng & Wang, Zhengwei, 2014. "Quasi maximum likelihood estimation for simultaneous spatial autoregressive models," MPRA Paper 59901, University Library of Munich, Germany.
  70. 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.
  71. Jun Wang & Yang Wang & Shiji Wang, 2016. "Biophysical and socioeconomic drivers of the dynamics in snow hazard impacts across scales and over heterogeneous landscape in Northern Tibet," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(3), pages 1499-1514, April.
  72. Montmartin, Benjamin & Herrera, Marcos, 2015. "Internal and external effects of R&D subsidies and fiscal incentives: Empirical evidence using spatial dynamic panel models," Research Policy, Elsevier, vol. 44(5), pages 1065-1079.
  73. Wang Lu & Hao Yu & Wei Yi-Ming, 2017. "How Do Regional Interactions in Space Affect China’s Mitigation Targets and Economic Development?," Working Papers 2017.21, Fondazione Eni Enrico Mattei.
  74. 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).
  75. Claeys, Peter & Moreno, Rosina & Suriñach, Jordi, 2012. "Debt, interest rates, and integration of financial markets," Economic Modelling, Elsevier, vol. 29(1), pages 48-59.
  76. Eunsuk Hong & In Lee & Laixiang Sun & Richard Harrison, 2015. "Entrepreneurship across time and space: empirical evidence from Korea," Small Business Economics, Springer, vol. 44(3), pages 705-719, March.
  77. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
  78. Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei, 2017. "Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 97-120.
  79. Iris Wanzenböck & Philipp Piribauer, 2015. "R&D networks and regional knowledge production in Europe. Evidence from a space-time model," Department of Economics Working Papers wuwp207, Vienna University of Economics and Business, Department of Economics.
  80. 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.
  81. Shi, Wei & Lee, Lung-fei, 2017. "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 197(2), pages 323-347.
  82. Paul Elhorst & Diego Firmino Costa da Silva & Raul da Mota Silveira Neto, 2015. "A Spatial Economic Model and Spatial Econometric Analysis of Population Dynamics in Brazilian MCAs," ERSA conference papers ersa15p83, European Regional Science Association.
  83. Bai, Jushan & Li, Kunpeng, 2013. "Spatial panel data models with common shocks," MPRA Paper 52786, University Library of Munich, Germany, revised 09 Mar 2014.
  84. Xu, Xiaoliang & Xu, Xuefen & Chen, Qian & Che, Ying, 2016. "The research on generalized regional “resource curse” in China's new normal stage," Resources Policy, Elsevier, vol. 49(C), pages 12-19.
  85. 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.
  86. Millo, Giovanni & Piras, Gianfranco, 2012. "splm: Spatial Panel Data Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i01).
  87. 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.
  88. 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.
  89. 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.
  90. 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.
  91. Moscone, Francesco & Tosetti, Elisa, 2010. "GMM estimation of Spatial Panels with Fixed Effects," MPRA Paper 20152, University Library of Munich, Germany.
  92. 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.
  93. 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.
  94. Tao, Ji & Yu, Jihai, 2012. "The spatial time lag in panel data models," Economics Letters, Elsevier, vol. 117(3), pages 544-547.
  95. Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014. "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 129-146.
  96. 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.
  97. Lu, Lina, 2017. "Simultaneous Spatial Panel Data Models with Common Shocks," Risk and Policy Analysis Unit Working Paper RPA 17-3, Federal Reserve Bank of Boston.
  98. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
  99. 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.
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