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Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
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A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 25 (2009) 3, pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
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An efficient linear GMM estimator for the covariance stationary AR(1)-unit root model for panel data
Kruiniger, Hugo - In: Econometric theory 23 (2007) 3, pp. 519-535
Persistent link: https://www.econbiz.de/10003541274
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Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models
Jin, Fei; Wang, Yuqin - In: Econometric theory 40 (2024) 5, pp. 1120-1158
Persistent link: https://www.econbiz.de/10015154319
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The correlation structure of spatial autoregressions
Martellosio, Federico - In: Econometric theory 28 (2012) 6, pp. 1373-1391
Persistent link: https://www.econbiz.de/10009743170
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Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu - In: Econometric theory 35 (2019) 2, pp. 417-463
Persistent link: https://www.econbiz.de/10012146143
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Semiparametric estimation of censored spatial autoregressive models
Hoshino, Tadao - In: Econometric theory 36 (2020) 1, pp. 48-85
Persistent link: https://www.econbiz.de/10012156805
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Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard; Lunde, Asger - In: Econometric theory 30 (2014) 1, pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151
Persistent link: https://www.econbiz.de/10003968539
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Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo; Shin, Dong-wan - In: Econometric theory 15 (1999) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830