Dynamic panels with endogenous interaction effects when T is small

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Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (2018, background): “2 Central Limit Theorem In the following we establish the limiting distribution of the sample moment vector  =  ¡ 0 0  ¢ defined by (21), evaluated at the true parameters, except possible for the specification of the cross sectional variance components (2) .”
Evaluating multiple spatial dimensions of economic growth in Brazil using spatial panel data models (2016, background): “…Cravo (2014)4 studies thus far have only investigated the determinants of economic growth at a single spatial scale to infer the consistency of spatial growth models with reality (e.g., Rey and Montouri 1999; Fingleton 1999; López-Bazo et al. 2004; Ertur and Koch 2007; Elhorst 2010; Fischer 2011).”
THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE (2015, background): “In contrast, Elhorst (2004, 2010), Su and Yang (2007), and Yu, Jong, and Lee (2008) employ a spatial approach to model the cross-section dependence.”
Unified M-estimation of fixed-effects spatial dynamic models with short panels (2018, methodology): “(2002), Elhorst (2010), and Su and Yang (2015), we only need to have very minimum knowledge about the processes in the past.”