Back to search

Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions

Data up to Jan 2025

Published2006
Citations9
References37

Total Citations Per Year

Abstract

References (37)

Econometric Analysis of Panel Data

2021 • 14,710 citations

General Diagnostic Tests for Cross Section Dependence in Panels

2004 • 6,605 citations

Estimation and Inference in Econometrics.

1994 • 5,846 citations

Matrix Differential Calculus with Applications in Statistics and Econometrics.

1988 • 2,781 citations

Estimation and Inference in Econometrics.

1994 • 2,538 citations

An analysis of transformations (with discussion)

1964 • 1,928 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Spatial Dependence in linear Regression Models with an Introduction to Spatial Econometrics

1998 • 1,440 citations

Handbook of Applied Economic Statistics

1998 • 1,200 citations

Specification and Estimation of Spatial Panel Data Models

2003 • 1,056 citations

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

2004 • 938 citations

Estimation, Inference and Specification Analysis.

1996 • 565 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

New Directions in Spatial Econometrics

2011 • 456 citations

Advances in Spatial Econometrics

2004 • 448 citations

Estimating Dynamic Demand for Cigarettes Using Panel Data: The Effects of Bootlegging, Taxation and Advertising Reconsidered

1986 • 406 citations

A Companion to Theoretical Econometrics

2003 • 370 citations

Testing for serial correlation, spatial autocorrelation and random effects using panel data

2006 • 367 citations

To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand

2000 • 327 citations

The Demand for Cigarettes: Advertising, the Health Scare, and the Cigarette Advertising Ban

1972 • 277 citations

Matrix Differential Calculus with Applications in Statistics and Econometrics (Revised Edition)

1999 • 174 citations

Advanced spatial statistics

1988 • 153 citations

Cigarette taxation: Raising revenues and reducing consumption

1992 • 140 citations

Spatial Correlation: A Suggested Alternative to the Autoregressive Model

1995 • 138 citations

Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence

2003 • 134 citations

Prediction in the Panel Data Model with Spatial Correlation

2004 • 133 citations

Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood

1982 • 123 citations

Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence

2004 • 46 citations

Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution

2001 • 45 citations

Simultaneous Spatial and Functional Form Transformations

2004 • 21 citations

Econometric Advances in Spatial Modelling and Methodology

1998 • 16 citations

The Box-Cox Transformation: Computational and Interpretation Features of the Parameters

1998 • 14 citations

LM Tests for Functional Form and Spatial Correlation

2000 • 13 citations

Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application

1999 • 2 citations

GMM Estimation of Lattice Models Using Panel Data: Application

2001 • 1 citations

SEMIVARIOGRAM ESTIMATION AND PANEL DATA STRUCTURE IN SPATIAL MODELS

2000 • 1 citations

Cited By (0)

Loading...