Jan Mutl

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Jan Mutl trusts overall

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

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

Who trusts Jan Mutl overall

  1. Lung-fei Lee
  2. Jens Suedekum
  3. G. Resende
  4. Jihai Yu
  5. Katja Wolf
  6. A. Carvalho
  7. A. Ahrens
  8. U. Blien
  9. J. Paul Elhorst
  10. Patricia A. M. Sakowski

Papers from Jan Mutl's perspective

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

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

Their papers