Spatial dynamic panel data models with high order time varying endogenous weights matrices

SSRN Electronic Journal ◽

10.2139/ssrn.3923264 ◽

2021 ◽

Author(s):

Jiajun Zhang ◽

Xi Qu ◽

Jinxiang Yu

Keyword(s):

Dynamic Panel Data ◽

Panel Data Models ◽

Time Varying ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

High Order Time ◽

Spatial Dynamic Panel Data

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

Spatial Economic Analysis ◽

10.1080/17421772.2011.647057 ◽

2012 ◽

Vol 7 (1) ◽

pp. 31-74 ◽

Author(s):

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Time Varying ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Weights ◽

Spatial Dynamic Panel Data

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QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices

Journal of Econometrics ◽

10.1016/j.jeconom.2016.11.004 ◽

2017 ◽

Vol 197 (2) ◽

pp. 173-201 ◽

Author(s):

Xi Qu ◽

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Time Varying ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Weights ◽

Spatial Dynamic Panel Data

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Robust LM Tests for Spatial Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.3074770 ◽

2017 ◽

Author(s):

Anil K. Bera ◽

Osman Dogan ◽

Suleyman Taspinar ◽

Yufan Leiluo

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Lm Tests ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Efficient GMM estimation of spatial dynamic panel data models with fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2014.03.003 ◽

2014 ◽

Vol 180 (2) ◽

pp. 174-197 ◽

Author(s):

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Spatial Dynamic Panel Data

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Multiple Testing for Different Structures of Spatial Dynamic Panel Data Models

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-89824-7_69 ◽

2018 ◽

pp. 387-390

Author(s):

Francesco Giordano ◽

Massimo Pacella ◽

Maria Lucia Parrella

Keyword(s):

Multiple Testing ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Spatial dynamic panel data models with random effects

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2012.04.008 ◽

2012 ◽

Vol 42 (4) ◽

pp. 727-738 ◽

Author(s):

Olivier Parent ◽

James P. LeSage

Keyword(s):

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Spatial Dynamic Panel Data Models with Random Effects

SSRN Electronic Journal ◽

10.2139/ssrn.1609748 ◽

2009 ◽

Author(s):

Olivier Parent ◽

James P. LeSage

Keyword(s):

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Robust LM tests for spatial dynamic panel data models

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2018.08.001 ◽

2019 ◽

Vol 76 ◽

pp. 47-66 ◽

Author(s):

Anil K. Bera ◽

Osman Doğan ◽

Süleyman Taşpınar ◽

Yufan Leiluo

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Lm Tests ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Bayesian local influence analysis of skew-normal spatial dynamic panel data models

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2018.1462813 ◽

2018 ◽

Vol 88 (12) ◽

pp. 2342-2364

Author(s):

Yuanyuan Ju ◽

Niansheng Tang ◽

Xiaoxia Li

Keyword(s):

Dynamic Panel Data ◽

Local Influence ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel Data ◽

Local Influence Analysis ◽

Bayesian Local Influence

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Spatial dynamic panel data models with interactive fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2016.12.001 ◽

2017 ◽

Vol 197 (2) ◽

pp. 323-347 ◽

Author(s):

Wei Shi ◽

Lung-fei Lee

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Interactive Fixed Effects ◽

Spatial Dynamic Panel Data

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