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The value of news for economic developments
Larsen, Vegard Høghaug; Thorsrud, Leif Anders - In: Journal of econometrics 210 (2019) 1, pp. 203-218
Persistent link: https://www.econbiz.de/10012303395
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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - In: Journal of econometrics 231 (2022) 2, pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
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The influence of sample size on the degree of redundancy in spatial lag operators
Blommestein, Hans J. - In: Journal of econometrics 82 (1998) 2, pp. 317-333
Persistent link: https://www.econbiz.de/10001234535
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Contracting in space : an application of spatial statistics to discrete-choice models
Pinkse, Joris - In: Journal of econometrics 85 (1998) 1, pp. 125-154
Persistent link: https://www.econbiz.de/10001240379
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GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Lin, Xu; Lee, Lung-fei - In: Journal of econometrics 157 (2010) 1, pp. 34-52
Persistent link: https://www.econbiz.de/10008661869
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Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun - In: Journal of econometrics 168 (2012) 2, pp. 543-560
Persistent link: https://www.econbiz.de/10009614583
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Partial maximum likelihood estimation of spatial probit models
Wang, Honglin; Iglesias, Emma M.; Wooldridge, Jeffrey M. - In: Journal of econometrics 172 (2013) 1, pp. 77-89
Persistent link: https://www.econbiz.de/10009702312
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Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 180 (2014) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
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An efficient GMM estimator of spatial autoregressive models
Liu, Xiaodong; Lee, Lung-fei; Bollinger, Christopher R. - In: Journal of econometrics 159 (2010) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10008840476