Daniel Arribas-Bel

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Daniel Arribas-Bel trusts overall

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

  1. Lung-fei Lee
  2. Harry H. Kelejian

Papers from Daniel Arribas-Bel's perspective

Ordered by how strongly the researchers Daniel Arribas-Bel trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
  2. INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS
  3. Spatial Autocorrelation (Encyclopedia of Database Systems)
  4. Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
  5. Applying the Generalized-Moments Estimation Approach to Spatial Problems Involving Micro-Level Data (Review of Economics and Statistics)
  6. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  7. Matrix analysis
  8. Panel data models with spatially correlated error components
  9. Identification of Endogenous Social Effects: The Reflection Problem
  10. Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (Journal of Econometrics)

Their papers