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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

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

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

Efficient GMM estimation of a Cliff and Ord panel data model with random effects

Piras, Gianfranco - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 370-388

Persistent link: https://www.econbiz.de/10010202700

Impact estimates for static spatial panel data models in R

Piras, Gianfranco - In: Letters in spatial and resource sciences : LSRS 7 (2014) 3, pp. 213-223

Persistent link: https://www.econbiz.de/10010428153

Spatial approaches to panel data in agricultural economics : a climate change application

Baylis, Kathy; Paulson, Nicholas D.; Piras, Gianfranco - In: Journal of agricultural and applied economics 43 (2011) 3, pp. 325-338

Persistent link: https://www.econbiz.de/10009405628

The distributional effects of NAFTA in Mexico : evidence from a panel of municipalities

Baylis, Kathy; Garduño-Rivera, Rafael; Piras, Gianfranco - In: Regional science & urban economics 42 (2012) 1/2, pp. 286-302

Persistent link: https://www.econbiz.de/10009621660

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