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Panel data models with spatially correlated error components

Kapoor, Mudit; Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 140 (2007) 1, pp. 97-130

Persistent link: https://www.econbiz.de/10003579952

Efficient prediction in random coefficient panel data models : theoretical and Monte Carlo results concerning alternatives to pooling and seemingly unrelated regression

Kelejian, Harry H.; Stephan, Scott W. - 1983

Persistent link: https://www.econbiz.de/10000883280

In the neighborhood : the trade effects of the Euro in a spatial framework

Kelejian, Harry H.; Tavlas, George S.; Petroulas, Pavlos - In: Regional science & urban economics 42 (2012) 1/2, pp. 314-322

Persistent link: https://www.econbiz.de/10009621654

Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes

Kelejian, Harry H.; Piras, Gianfranco - In: Regional science & urban economics 46 (2014), pp. 140-149

Persistent link: https://www.econbiz.de/10010475661

A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence

Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605

Persistent link: https://www.econbiz.de/10011661869

Limit theory for panel data models with cross sectional dependence and sequential exogeneity

Kuersteiner, Guido M.; Prucha, Ingmar R. - In: Journal of econometrics 174 (2013) 2, pp. 107-126

Persistent link: https://www.econbiz.de/10009751241

Dynamic spatial panel models : networks, common shocks, and sequential exogeneity

Kuersteiner, Guido M.; Prucha, Ingmar R. - 2015

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We significantly expand the scope of the existing literature by allowing for endogenous spatial weight matrices,...

Persistent link: https://www.econbiz.de/10011298538

Dynamic Spatial Panel Models : Networks, Common Shocks, and Sequential Exogeneity

Kuersteiner, Guido M. - 2015

Persistent link: https://www.econbiz.de/10013018457

Limit theory for panel data models with cross sectional dependence and sequential exogeneity

Kuersteiner, Guido M.; Prucha, Ingmar R. - In: Journal of Econometrics 174 (2013) 2, pp. 107-126

The paper derives a general Central Limit Theorem (CLT) and asymptotic distributions for sample moments related to panel data models with large n. The results allow for the data to be cross sectionally dependent, while at the same time allowing the regressors to be only sequentially rather than...

Persistent link: https://www.econbiz.de/10010664695