Similar Search Results - EconBiz

Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2015

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …

Persistent link: https://www.econbiz.de/10011283005

Income and price elasticities of Macedonian export and import of goods - a panel approach

Stefanova, Dijana Janevska; Petrovska, Magdalena - 2020

This paper uses a sectoral version of conventional Imperfect substitutes model to motivate a parsimonious estimation of trade elasticities. The elasticities we compute depend directly on the specialization of trade across sectors, which is believed to add econometric precision to our estimates....

Persistent link: https://www.econbiz.de/10012260864

Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing

Escobar, Marcos; Rastegari, Javad; Stentoft, Lars - 2023

Persistent link: https://www.econbiz.de/10014281687

Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators

Anderson, Richard G. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003740180

Multivariate contemporaneous threshold autoregressive models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007

Persistent link: https://www.econbiz.de/10003740624

Measuring sex-selective abortion: how many women abort?

Dimri, Aditi; Gille, Véronique; Ketz, Philipp - 2021

Persistent link: https://www.econbiz.de/10012813808

Finite sample comparison of alternative estimators for fractional Gaussian noise

Shi, Shuping; Yu, Jun; Zhang, Chen - 2022

Persistent link: https://www.econbiz.de/10013542219

Consistent estimation of panel censored demand systems

Meyerhoefer, Chad D. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002434269

GMM estimation and inference in dynamic panel data models with persistent data

Kruiniger, Hugo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003313140

On estimating long-run effects in models with lagged dependent variables

Reed, W. Robert; Zhu, Min - 2015

Persistent link: https://www.econbiz.de/10011514454

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