Similar Search Results

Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices

Debarsy, Nicolas; Lesage, James P. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 547-558

Persistent link: https://www.econbiz.de/10013533452

Spatial dynamic panel data models with random effects

Parent, Olivier; Lesage, James P. - In: Regional science & urban economics 42 (2012) 4, pp. 727-738

Persistent link: https://www.econbiz.de/10009621527

Simultaneous dependence between firm-level stock returns

Moon, Kenneth P.; Lesage, James P. - In: Journal of economics and finance 37 (2013) 4, pp. 479-494

Persistent link: https://www.econbiz.de/10010345822

Cross-sectional dependence model specifications in a static trade panel data setting

Lesage, James P.; Fischer, Manfred M. - 2017

Persistent link: https://www.econbiz.de/10011926160

MCMC estimation of panel gravity models in the presence of network dependence

Lesage, James P.; Fischer, Manfred M. - 2018

Persistent link: https://www.econbiz.de/10011926408

Cross-sectional dependence model specifications in a static trade panel data setting

Lesage, James P.; Fischer, Manfred M. - 2019

Persistent link: https://www.econbiz.de/10011988322

Spatial econometric Monte Carlo studies: raising the bar

Lesage, James P.; Pace, R. Kelley - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 17-34

Persistent link: https://www.econbiz.de/10011949744

Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples

Lesage, James P.; Chih, Yao-Yu; Vance, Colin - 2018

Focus is on efficient estimation of a dynamic space-time panel data model that incorporates spatial dependence, temporal dependence, as well as space-time covariance and can be implemented in large N and T situations, where N is the number of spatial units and T the number of time periods....

Persistent link: https://www.econbiz.de/10011954962

A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing

Lesage, James P.; Vance, Colin; Chih, Yao-Yu - In: Regional science & urban economics 62 (2017), pp. 46-55

Persistent link: https://www.econbiz.de/10011740529

A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing

Lesage, James P.; Vance, Colin; Chih, Yao-Yu - 2016

Persistent link: https://www.econbiz.de/10011569493