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Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris
16 references·1 citing·40 second hop
Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris (2010)Maximum likelihood estimation and Lagrang…When do better schools raise housing prices? Evidence from Paris public and private schools (2009)When do better schools raise …Spatial Panel Econometrics (2008)Spatial Panel EconometricsA Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors (2008)A Generalized Method of Momen…Testing for serial correlation, spatial autocorrelation and random effects using panel data (2006)Testing for serial correlatio…Panel data models with spatially correlated error components (2006)Panel data models with spatia…Specification and Estimation of Spatial Panel Data Models (2003)Specification and Estimation …On the asymptotic distribution of the Moran I test statistic with applications (2001)On the asymptotic distributio…Spatial Dependence in linear Regression Models with an Introduction to Spatial Econometrics (1998)Spatial Dependence in linear …Econometric issues of estimating hedonic price functions (1993)Econometric issues of estimat…Specification and estimation of hedonic housing price models (1992)Specification and estimation …Spatial autocorrelation and neighborhood quality (1992)Spatial autocorrelation and n…Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (1982)Multivariate error components…Choice of functional form for hedonic price equations (1981)Choice of functional form for…On Seemingly Unrelated Regressions with Error Components (1980)On Seemingly Unrelated Regres…Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Hedonic Prices and Implicit M…Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections (1971)Further Evidence on the Estim…Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models (2016)Identification and QML estima…Spatial Econometrics: Methods and Models (1988)Analysis of Panel Data (2003)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Thirty years of spatial econometrics (2010)Dynamic spatial panels: models, methods, and inferences (2011)WHERE IS THE ECONOMICS IN SPATIAL ECONOMETRICS?* (2011)Measuring the Value of Housing Quality (1970)Spatial statistics (1981)The theory and practice of econometrics (1986)Spatial Dependence and House Price Index Construction (1997)Spatial Autocorrelation: A Primer (1998)Applying the Generalized-Moments Estimation Approach to Spatial Problems Involving Micro-Level Data (2000)Spatial Processes, Models and Applications (1983)Analysis of Spatial Autocorrelation in House Prices (1998)Evidence of the Effects of Water Quality on Residential Land Prices (2000)The value of open spaces in residential land use (2002)An Application of the Shephard Duality Theorem: A Generalized Leontief Production Function (1971)Transcendental Logarithmic Production Frontiers (1973)Using GIS and landscape metrics in the hedonic price modeling of the amenity value of urban green space: A case study in Jinan City, China (2006)Does Hazardous Waste Matter? Evidence from the Housing Market and the Superfund Program * (2008)Geographically weighted regression with a non-Euclidean distance metric: a case study using hedonic house price data (2014)A Pure Theory of Local Expenditures (1956)Wages, Rents, and the Quality of Life (1982)Customer Satisfaction, Market Share, and Profitability: Findings From Sweden (1994)Skills, Tasks and Technologies: Implications for Employment and Earnings (2011)Panel data analysis—advantages and challenges (2007)Estimation of spatial autoregressive panel data models with fixed effects (2009)Matlab Software for Spatial Panels (2012)Econometric Analysis of Panel Data (2021)Limited-dependent and qualitative variables in econometrics (1983)Geography and Trade (1991)Testing panel data regression models with spatial error correlation (2003)Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large (2008)Large panels with common factors and spatial correlation (2010)R&D Spillovers and the Geography of Innovation and Production. (1994)The Effect of State and Local Taxes on Economic Growth: A Time Series--Cross Section Approach (1985)Limited Dependent Variable Models Using Panel Data (1987)Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (2002)Spatial Externalities, Spatial Multipliers, And Spatial Econometrics (2003)Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models (2004)
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References

  • 1974Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition10,715 cited
  • 1998Spatial Dependence in linear Regression Models with an Introduction to Spatial Econometrics1,522 cited
  • 2003Specification and Estimation of Spatial Panel Data Models1,109 cited
  • 2006Panel data models with spatially correlated error components807 cited
  • 2008Spatial Panel Econometrics802 cited
  • 2001On the asymptotic distribution of the Moran I test statistic with applications607 cited
  • 1992Specification and estimation of hedonic housing price models582 cited
  • 1981Choice of functional form for hedonic price equations563 cited
  • 1971Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections505 cited
  • 1992Spatial autocorrelation and neighborhood quality400 cited
  • 2006Testing for serial correlation, spatial autocorrelation and random effects using panel data390 cited
  • 2009When do better schools raise housing prices? Evidence from Paris public and private schools306 cited
  • 2008A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors138 cited
  • 1980On Seemingly Unrelated Regressions with Error Components137 cited

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  • 1982Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood117 cited
  • 1993Econometric issues of estimating hedonic price functions98 cited
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    • 2016Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models79 cited