Paul Elhorst

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Paul Elhorst trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. J. Paul Elhorst
  2. Lung-fei Lee
  3. Bernard Fingleton
  4. Harry H. Kelejian

Who trusts Paul Elhorst overall

  1. J. Paul Elhorst

Papers from Paul Elhorst's perspective

Ordered by how strongly the researchers Paul Elhorst trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Introduction to Spatial Econometrics
  2. INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS
  3. Applying the Generalized-Moments Estimation Approach to Spatial Problems Involving Micro-Level Data (Review of Economics and Statistics)
  4. Unconditional Maximum Likelihood Estimation of Linear and Log‐Linear Dynamic Models for Spatial Panels
  5. Spatial Autocorrelation (Encyclopedia of Database Systems)
  6. Specification and Estimation of Spatial Panel Data Models
  7. Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
  8. CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS (Econometric Theory)
  9. Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
  10. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large

Their papers