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1
Robust standard errors in transformed likelihood
estimation
of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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2
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
Saved in:
3
Specification and
estimation
of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Saved in:
4
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
5
GEL
estimation
and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
6
Variable selection,
estimation
and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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7
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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8
Estimation
and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo
;
Malikov, Emir
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
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9
Functional-coefficient spatial autoregressive models with nonparametric spatial weights
Sun, Yiguo
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 134-153
Persistent link: https://www.econbiz.de/10011705245
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10
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
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