A companion to theoretical econometrics

By P. Bekker, T. Wansbeek. 2001

235 citations recorded by the source corpus.

Subfields: Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f2a0b952f77e11fa024612f20c6529c1d1f4bee9

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In Management Science and Operations Research

Citations in the corpus

QML estimation of dynamic panel data models with spatial errors (2015, background): “The spatial dynamic panel data (SDPD) models can be broadly classified into two categories (Anselin, 2001, Anselin et al., 2008): one is that the dynamic and spatial effects both appear in the model in the forms of lags (in time and in space) of the response variable, and the other allows the…”
Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (2005, unknown): “Several authors, including Koop et al. (1994, 1995, 1997), Fernandez et al. (1997), Koop and Li (2001), Koop and Steel (2001), van den Broeck et al. (1994), Tsionas (2002), Griffin and Steel (2002) and Huang (2002) have employed a Bayesian estimator for a model that resembles the random parameters…”
EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects (2015, methodology): “Maximum likelihood estimation under the normality assumption has been proposed for these models, see Anselin (1988, 2001) and Anselin and Bera (1998).”
Some models for stochastic frontiers with endogeneity (2016, background): “However, in a number of studies (e.g., Kutlu 2010, Karakaplan and Kutlu 2013, Tran and Tsionas 2013) allowance is made for correlations between idiosyncratic error terms and the inputs.”
Land property rights, agricultural intensification, and deforestation in Indonesia (2018, methodology): “Again, we used Moran's I, Anselin's, and Florax's Lagrange Multiplier tests (Baltagi, 2003) to test for spatial autocorrelation.”
Unified M-estimation of fixed-effects spatial dynamic models with short panels (2018, methodology): “The resulted models are referred to as spatial DPD (SDPD) models (Anselin, 2001; Anselin et al., 2008), where the spatial effects may appear in the model either in the form of spatial lag(s) of the response variable (Yu et al., 2008; Yu and Lee, 2010; Lee and Yu, 2010a; Korniotis, 2010; Elhorst,…”
Cross-Sectional Dependence in Panel Data Analysis (2012, unknown): “A survey of more recent developments is provided by Fiebig (2001) and Moon and Perron (2006).”