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Dependence of spatial effects on the level of regional aggregation, weights matrix, and estimation method

Bukina, Tatiana V.; Demidova, Olʹga Anatolʹevna; … - 2015

Researchers have repeatedly noted that the results in spatial-econometric studies depend significantly on the level of regional aggregation (Jacobs-Crisioni et al., 2014; Kang et al., 2014, Baltagi, Li, 2014). Currently, hierarchical models can contribute a lot to the studies of spatial effects...

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Unified M-estimation of fixed-effects spatial dynamic models with short panels

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Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity

Li, Liyao; Yang, Zhenlin - In: Regional science & urban economics 81 (2020), pp. 1-20

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A spatial panel quantile model with unobserved heterogeneity

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A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)

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A hybrid data cloning maximum likelihood estimator for stochastic volatility models

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Empirical hierarchical modelling for count data using the spatial random effects model

Sengupta, Aritra; Cressie, Noel A. C. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 389-418

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Semiparametric inference in dynamic binary choice models

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Priors and Bayesian parameter estimation of affine term structure models

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