A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-integration, and Explosive Roots

Handbook of Empirical Economics and Finance ◽

10.1201/b10440-18 ◽

2016 ◽

pp. 416-453

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Robust LM Tests for Spatial Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.3074770 ◽

2017 ◽

Author(s):

Anil K. Bera ◽

Osman Dogan ◽

Suleyman Taspinar ◽

Yufan Leiluo

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Lm Tests ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Multiple Testing for Different Structures of Spatial Dynamic Panel Data Models

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-89824-7_69 ◽

2018 ◽

pp. 387-390

Author(s):

Francesco Giordano ◽

Massimo Pacella ◽

Maria Lucia Parrella

Keyword(s):

Panel Data ◽

Multiple Testing ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Spatial dynamic panel data models with random effects

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2012.04.008 ◽

2012 ◽

Vol 42 (4) ◽

pp. 727-738 ◽

Cited By ~ 58

Author(s):

Olivier Parent ◽

James P. LeSage

Keyword(s):

Panel Data ◽

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Spatial Dynamic Panel Data Models with Random Effects

SSRN Electronic Journal ◽

10.2139/ssrn.1609748 ◽

2009 ◽

Cited By ~ 8

Author(s):

Olivier Parent ◽

James P. LeSage

Keyword(s):

Panel Data ◽

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Robust LM tests for spatial dynamic panel data models

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2018.08.001 ◽

2019 ◽

Vol 76 ◽

pp. 47-66 ◽

Cited By ~ 7

Author(s):

Anil K. Bera ◽

Osman Doğan ◽

Süleyman Taşpınar ◽

Yufan Leiluo

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Lm Tests ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Empirical likelihood for spatial dynamic panel data models

Journal of the Korean Statistical Society ◽

10.1007/s42952-021-00150-4 ◽

2021 ◽

Author(s):

Yinghua Li ◽

Yongsong Qin

Keyword(s):

Panel Data ◽

Empirical Likelihood ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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GMM gradient tests for spatial dynamic panel data models

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2017.04.008 ◽

2017 ◽

Vol 65 ◽

pp. 65-88 ◽

Cited By ~ 13

Author(s):

Süleyman Taşpınar ◽

Osman Doğan ◽

Anil K. Bera

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2020.103520 ◽

2020 ◽

Vol 81 ◽

pp. 103520 ◽

Cited By ~ 2

Author(s):

Liyao Li ◽

Zhenlin Yang

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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First difference estimation of spatial dynamic panel data models with fixed effects

Economics Letters ◽

10.1016/j.econlet.2020.109010 ◽

2020 ◽

Vol 189 ◽

pp. 109010

Author(s):

Fei Jin ◽

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Efficient GMM estimation of spatial dynamic panel data models with fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2014.03.003 ◽

2014 ◽

Vol 180 (2) ◽

pp. 174-197 ◽

Cited By ~ 65

Author(s):

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Spatial Dynamic Panel Data

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