This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which is based on the median ratio of two consecutive pairs of first-differenced data. To improve its precision and robust properties, a general procedure based on many pairwise...

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial coefficients differ across the spatial units. It derives conditions under which the spatial coefficients are identified and develops a quasi maximum likelihood (QML) estimation...

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial coefficients differ across the spatial units. It derives conditions under which the spatial coefficients are identified and develops a quasi maximum likelihood (QML) estimation...

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models with heterogeneous spatial lag coefficients, with and without (weakly) exogenous regressors, and subject to heteroskedastic errors. A quasi maximum likelihood (QML) estimation...

This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which is based on the median ratio of two consecutive pairs of first-order differenced data. To improve its precision and robustness properties, a general procedure based on...

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models with heterogeneous spatial lag coefficients, with and without (weakly) exogenous regressors, and subject to heteroskedastic errors. A quasi maximum likelihood (QML) estimation...