Robust Two-Stage Estimation in General Spatial Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.3973589 ◽

2021 ◽

Author(s):

Hao Ding ◽

Baisuo Jin ◽

Yuehua Wu

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Two Stage ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Stage Estimation ◽

Spatial Dynamic Panel Data

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-integration, and Explosive Roots

Handbook of Empirical Economics and Finance ◽

10.1201/b10440-18 ◽

2016 ◽

pp. 416-453

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

Download Full-text

Spatial dynamic panel data models with correlated random effects

Journal of Econometrics ◽

10.1016/j.jeconom.2020.05.016 ◽

2020 ◽

Author(s):

Liyao Li ◽

Zhenlin Yang

Keyword(s):

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Correlated Random Effects ◽

Spatial Dynamic Panel Data

Download Full-text