Panel data models with spatially correlated error components

Matrix Analysis

1985 • 23,473 citations

Econometric Analysis of Panel Data

2021 • 14,710 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Spatial Econometrics: Methods and Models

1988 • 8,676 citations

Linear Statistical Inference and Its Applications.

1975 • 3,726 citations

R&D Spillovers and the Geography of Innovation and Production

1996 • 3,688 citations

Spatial Processes, Models and Applications

1983 • 2,626 citations

GMM estimation with cross sectional dependence

1999 • 2,290 citations

Spatial Econometrics: Methods and Models

1989 • 2,165 citations

R&D Spillovers and the Geography of Innovation and Production

1996 • 2,091 citations

Untitled

1998 • 1,813 citations

Linear Statistical Inference and its Applications.

1974 • 1,765 citations

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model

1999 • 1,440 citations

Asymptotic Properties of Non-Linear Least Squares Estimators

1969 • 1,334 citations

Spatial Processes: Models and Applications

1982 • 1,216 citations

Budget spillovers and fiscal policy interdependence

1993 • 1,211 citations

Spatial Autocorrelation

1974 • 1,169 citations

Statistics for spatial data

1992 • 1,128 citations

Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas

1966 • 1,007 citations

Advanced econometrics

1988 • 944 citations

Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

2004 • 938 citations

Public-Sector Capital and the Productivity Puzzle

1994 • 625 citations

Incumbent Behavior: Vote Seeking, Tax Setting and Yardstick Competition

1992 • 584 citations

On the asymptotic distribution of the Moran I test statistic with applications

2001 • 563 citations

Testing panel data regression models with spatial error correlation

2003 • 541 citations

Spatial Patterns in Household Demand

1991 • 538 citations

The Use of Error Components Models in Combining Cross Section with Time Series Data

1969 • 531 citations

A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models.

1988 • 518 citations

Spatial Price Competition: A Semiparametric Approach

2002 • 460 citations

GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

2006 • 409 citations

Sparse spatial autoregressions

1997 • 406 citations

Advances in Spatial Econometrics: Methodology, Tools and Applications

2004 • 399 citations

Estimation of simultaneous systems of spatially interrelated cross sectional equations

2003 • 373 citations

A Companion to Theoretical Econometrics

2003 • 370 citations

Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

2003 • 365 citations

Contracting in space: An application of spatial statistics to discrete-choice models

1998 • 362 citations

Bayesian Estimation of Spatial Autoregressive Models

1997 • 346 citations

Bayesian Estimation of Limited Dependent Variable Spatial Autoregressive Models

2000 • 325 citations

The Estimation of the Variances in a Variance-Components Model

1971 • 259 citations

CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS

2002 • 237 citations

The Impact of Rapid Rail Transit on Economic Development: The Case of Atlanta's MARTA

1997 • 200 citations

INFRASTRUCTURE PRODUCTIVITY ESTIMATION AND ITS UNDERLYING ECONOMETRIC SPECIFICATIONS: A SENSITIVITY ANALYSIS

1997 • 184 citations

Dynamic Nonlinear Econometric Models: Asymptotic Theory

1999 • 163 citations

A Companion to Theoretical Econometrics

2003 • 159 citations

Simultaneous Equations with Error Components

2021 • 152 citations

INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS

2004 • 151 citations

A Note on Error Components Models

1971 • 140 citations

Prediction in the Panel Data Model with Spatial Correlation

2004 • 133 citations

On Seemingly Unrelated Regressions with Error Components

1980 • 133 citations

A Note on Error-Components Models

1972 • 132 citations

DOES MANUFACUTRING MATTER? A SPATIAL ECONOMETRIC VIEW OF KALDOR'S LAWS*

1996 • 109 citations

Seemingly Unrelated Regressions with Error Components

2021 • 97 citations

Games the States Don't Play: Welfare Benefits and the Theory of Fiscal Federalism

1995 • 97 citations

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

2003 • 95 citations

A Taxonomy of Spatial Econometric Models for Simultaneous Equations Systems

2004 • 80 citations

The effect of unemployment, aggregate wages, and spatial contiguity on local wages: An investigation with German district level data

1999 • 77 citations

LM Tests for Functional Form and Spatial Error Correlation

2001 • 72 citations

Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem

1997 • 71 citations

DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY

2000 • 56 citations

On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components

1984 • 54 citations

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

2003 • 53 citations

The effect of unemployment, aggregate wages, and spatial contiguity on local wages: An investigation with German district level data

1999 • 39 citations

DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE

2001 • 38 citations

Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components

1985 • 36 citations

Analysis of spatial contiguity influences on state price level formation

1997 • 24 citations

Returns to investment in navigation infrastructure: An equilibrium approach

2000 • 16 citations

Deleted Work

1955 • 0 citations