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QML Estimation of Spatial Dynamic Panel Data Models with Time Varying Spatial Weights Matrices

Citations

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Cited by:

  1. 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.
  2. Zhou, Yiwei & Wang, Xiaokun & Holguín-Veras, José, 2016. "Discrete choice with spatial correlation: A spatial autoregressive binary probit model with endogenous weight matrix (SARBP-EWM)," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 440-455.
  3. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2019. "Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices," CESifo Working Paper Series 7542, CESifo Group Munich.
  4. repec:taf:specan:v:12:y:2017:i:2-3:p:161-181 is not listed on IDEAS
  5. Angulo, Ana & Burridge, Peter & Mur, Jesús, 2018. "Testing for breaks in the weighting matrix," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 115-129.
  6. Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada
    [Fundamentals of Applied Spatial Econometrics]
    ," MPRA Paper 80871, University Library of Munich, Germany.
  7. 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).
  8. repec:eee:econom:v:208:y:2019:i:1:p:211-230 is not listed on IDEAS
  9. Clément Gorin, 2017. "Accessibility, absorptive capacity and innovation in European urban areas," Working Papers 1722, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  10. Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
  11. repec:eee:regeco:v:65:y:2017:i:c:p:65-88 is not listed on IDEAS
  12. LeSage, James P. & Chih, Yao-Yu & Vance, Colin, 2018. "Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples," Ruhr Economic Papers 769, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  13. Ho, Chun-Yu & Wang, Wei & Yu, Jihai, 2013. "Growth spillover through trade: A spatial dynamic panel data approach," Economics Letters, Elsevier, vol. 120(3), pages 450-453.
  14. repec:eee:ecolet:v:162:y:2018:i:c:p:62-68 is not listed on IDEAS
  15. Debarsy, Nicolas & LeSage, James, 2018. "Flexible dependence modeling using convex combinations of different types of connectivity structures," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 48-68.
  16. repec:taf:japsta:v:44:y:2017:i:13:p:2337-2353 is not listed on IDEAS
  17. Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
  18. repec:zbw:ifweej:201844 is not listed on IDEAS
  19. repec:taf:ijspmg:v:21:y:2017:i:3:p:240-255 is not listed on IDEAS
  20. repec:eee:regeco:v:72:y:2018:i:c:p:6-34 is not listed on IDEAS
  21. Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
  22. Burridge, Peter & Iacone, Fabrizio & Lazarová, Štěpána, 2015. "Spatial effects in a common trend model of US city-level CPI," Regional Science and Urban Economics, Elsevier, vol. 54(C), pages 87-98.
  23. repec:eee:csdana:v:138:y:2019:i:c:p:107-125 is not listed on IDEAS
  24. repec:taf:jnlbes:v:34:y:2016:i:4:p:642-660 is not listed on IDEAS
  25. repec:bpj:jossai:v:3:y:2015:i:5:p:463-471:n:7 is not listed on IDEAS
  26. 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.
  27. 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.
  28. Sun, Yiguo & Malikov, Emir, 2018. "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 203(2), pages 359-378.
  29. Wang, Wei & Yu, Jihai, 2015. "Estimation of spatial panel data models with time varying spatial weights matrices," Economics Letters, Elsevier, vol. 128(C), pages 95-99.
  30. repec:spr:anresc:v:60:y:2018:i:1:d:10.1007_s00168-016-0789-y is not listed on IDEAS
  31. Clément Gorin, 2017. "Accessibility, absorptive capacity and innovation in European urban areas," Working Papers halshs-01584111, HAL.
  32. Barrenho, E.; & Miraldo, M.; & Propper, C; & Rose, C.;, 2019. "Peer and network effects in medical innovation: the case of laparoscopic surgery in the English NHS," Health, Econometrics and Data Group (HEDG) Working Papers 19/10, HEDG, c/o Department of Economics, University of York.
  33. 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.
  34. Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016. "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," LSE Research Online Documents on Economics 67151, London School of Economics and Political Science, LSE Library.
  35. 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.
  36. Han, Jaepil & Ryu, Deockhyun & Sickles, Robin, 2015. "How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model," Working Papers 15-015, Rice University, Department of Economics.
  37. 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.
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