D. Das
Economics and Econometrics · with Kelejian · 2003
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 9 citations into it; #7,864 of 23,481 by trust here, #12,444 by citations
Whom D. Das trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts D. Das overall
- Harry H. Kelejian
- Lung-fei Lee
- Ingmar R. Prucha
- Yong Bao
- Badi H. Baltagi
- J. Paul Elhorst
- Luc Anselin
- Aman Ullah
- Roger S. Bivand
- Maarten A. Allers
Papers from D. Das's perspective
Ordered by how strongly the researchers D. Das trusts endorse each paper. Same corpus, a different order for every researcher.
- Applying the Generalized-Moments Estimation Approach to Spatial Problems Involving Micro-Level Data (Review of Economics and Statistics)
- Sparse spatial autoregressions
- On the asymptotic distribution of the Moran I test statistic with applications
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS
- Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
- Spatial Autocorrelation (Encyclopedia of Database Systems)
- Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
- Matrix analysis
- Unconditional Maximum Likelihood Estimation of Linear and Log‐Linear Dynamic Models for Spatial Panels