Gianfranco Piras

Economics and Econometrics · 2005–2015

A researcher in the Science corpus: 7 papers; trusts 38 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

Whom Gianfranco Piras trusts overall

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

  1. Harry H. Kelejian
  2. Luc Anselin
  3. J. Paul Elhorst
  4. Lung-fei Lee
  5. Ingmar R. Prucha
  6. Badi H. Baltagi
  7. D. Drukker
  8. Sergio J. Rey
  9. Jerry A. Hausman
  10. J. Sanchis-Llopis

Who trusts Gianfranco Piras overall

  1. J. Paul Elhorst
  2. Roger S. Bivand
  3. Solmaria Halleck Vega
  4. Martijn Tennekes
  5. Xinyu Zhang
  6. Alan Fernihough
  7. Jay M. Ver Hoef
  8. Jakob A. Dambon
  9. Michel Goulard
  10. J. Suissa

Papers from Gianfranco Piras's perspective

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

  1. INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS
  2. Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (Journal of Econometrics)
  3. Introduction to Spatial Econometrics
  4. Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
  5. On the asymptotic distribution of the Moran I test statistic with applications
  6. HAC estimation in a spatial framework
  7. Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
  8. Panel data models with spatially correlated error components
  9. Testing Panel Data Regression Models with Spatial Error Correlation
  10. Estimation of simultaneous systems of spatially interrelated cross sectional equations

Their papers