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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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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
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Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Qu, Xi; Lee, Lung-fei - In: Journal of econometrics 184 (2015) 2, pp. 209-232
Persistent link: https://www.econbiz.de/10011339357
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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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Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin - In: Journal of econometrics 222 (2021) 2, pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
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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
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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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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
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A joint serial correlation test for linear panel data models
Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10003778232