Sparse spatio-temporal autoregressions by profiling and bagging

Banded spatio-temporal autoregressions

(2018) Zhaoxing Gao et al.   JOURNAL OF ECONOMETRICS

QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices

(2017) Xi Qu et al.   JOURNAL OF ECONOMETRICS

High-dimensional and banded vector autoregressions

(2016) Shaojun Guo et al.   BIOMETRIKA

Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients

(2016) Baojun Dou et al.   JOURNAL OF ECONOMETRICS

Entropy of space–time outcome in a movement speed–accuracy task

(2015) Tsung-Yu Hsieh et al.   HUMAN MOVEMENT SCIENCE

Semiparametric single-index panel data models with cross-sectional dependence

(2015) Chaohua Dong et al.   JOURNAL OF ECONOMETRICS

High dimensional generalized empirical likelihood for moment restrictions with dependent data

(2015) Jinyuan Chang et al.   JOURNAL OF ECONOMETRICS

Efficient GMM estimation of spatial dynamic panel data models with fixed effects

(2014) Lung-fei Lee et al.   JOURNAL OF ECONOMETRICS

Semiparametric trending panel data models with cross-sectional dependence

(2012) Jia Chen et al.   JOURNAL OF ECONOMETRICS

Sieve estimation of panel data models with cross section dependence

(2012) Liangjun Su et al.   JOURNAL OF ECONOMETRICS

Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration

(2011) Jihai Yu et al.   JOURNAL OF ECONOMETRICS

Semiparametric GMM estimation of spatial autoregressive models

(2011) Liangjun Su   JOURNAL OF ECONOMETRICS

Variance estimation using refitted cross-validation in ultrahigh dimensional regression

(2011) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Forward Regression for Ultra-High Dimensional Variable Screening

(2010) Hansheng Wang   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Lasso-type recovery of sparse representations for high-dimensional data

(2009) Nicolai Meinshausen et al.   ANNALS OF STATISTICS

Panel Data Models With Interactive Fixed Effects

(2009)   ECONOMETRICA

Identification of peer effects through social networks

(2009) Yann Bramoullé et al.   JOURNAL OF ECONOMETRICS

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

(2009) Harry H. Kelejian et al.   JOURNAL OF ECONOMETRICS

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

(2008) Jihai Yu et al.   JOURNAL OF ECONOMETRICS

Spatial interaction of crime incidents in Japan

(2008) Kazuhiko Kakamu et al.   MATHEMATICS AND COMPUTERS IN SIMULATION