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Spatial Vector Autoregressions
16 references·12 citing·30 second hop
Spatial Vector Autoregressions (2007)Spatial Vector AutoregressionsEconometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Specification and Estimation of Spatial Panel Data Models (2003)Specification and Estimation …Analysis of Panel Data (2003)Analysis of Panel DataEconometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)On bias, inconsistency, and e…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Dynamic Econometrics (1995)Dynamic EconometricsSome Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Spatial Econometrics: Methods and Models (1988)Spatial Econometrics: Methods…Macroeconomics and Reality (1980)Macroeconomics and RealityOn the Pooling of Time Series and Cross Section Data (1978)On the Pooling of Time Series…Exploring the relationship between Airbnb and traditional accommodation for regional variations of tourism markets (2021)Exploring the relationship be…Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago* (2021)Bayesian Inference in Spatial…Asymmetric effects of monetary policy in Russia (2021)Asymmetric effects of monetar…Measuring the Spatial Spillover Effects of Multimodel Transit System in Beijing: A Structural Spatial Vector Autoregressive Approach (2020)Measuring the Spatial Spillov…Using Local Information to Improve Short-Run Corn Price Forecasts (2018)Using Local Information to Im…Estimating GVAR weight matrices (2018)Estimating GVAR weight matric…Tourism and Economic Globalization: An Emerging Research Agenda (2017)Tourism and Economic Globaliz…QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices (2016)QML estimation of spatial dyn…The spatial diffusion of regional housing prices across U.S. states (2014)The spatial diffusion of regi…Spatial propagation of macroeconomic shocks in Europe (2012)Spatial propagation of macroe…Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data (2010)Regional Housing Price Cycles…Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation (2009)Spatial Dynamic Panel Model a…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Introductory Econometrics for Finance (2008)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Specification Tests in Econometrics (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)The Analysis of Spatial Association by Use of Distance Statistics (1992)Local Indicators of Spatial Association—LISA (1995)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
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References

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  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1988Spatial Econometrics: Methods and Models9,595 cited
  • 2003Analysis of Panel Data7,858 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1978On the Pooling of Time Series and Cross Section Data5,402 cited
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  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1995Dynamic Econometrics1,199 cited

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  • 2003Specification and Estimation of Spatial Panel Data Models1,109 cited
  • Cited by

    • 2017Tourism and Economic Globalization: An Emerging Research Agenda130 cited
    • 2009Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation121 cited
    • 2010Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data105 cited
    • 2014The spatial diffusion of regional housing prices across U.S. states87 cited
    • 2016QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices74 cited
    • 2018Using Local Information to Improve Short-Run Corn Price Forecasts71 cited
    • 2018Estimating GVAR weight matrices29 cited
    • 2021Exploring the relationship between Airbnb and traditional accommodation for regional variations of tourism markets26 cited
    • 2021Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*25 cited
    • 2021Asymmetric effects of monetary policy in Russia13 cited
    • 2012Spatial propagation of macroeconomic shocks in Europe13 cited
    • 2020Measuring the Spatial Spillover Effects of Multimodel Transit System in Beijing: A Structural Spatial Vector Autoregressive Approach5 cited