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2020
|
First difference estimation of spatial dynamic panel data models with fixed effects
|
Economics Letters
|
C
|
3
|
|
2019
|
GEL estimation and tests of spatial autoregressive models
|
Journal of Econometrics
|
A
|
2
|
|
2019
|
A likelihood ratio test for spatial model selection
|
Journal of Econometrics
|
A
|
2
|
|
2019
|
Theoretical foundations for spatial econometric research
|
Regional Science and Urban Economics
|
B
|
2
|
|
2019
|
Identification and estimation of spatial dynamic panel simultaneous equations models
|
Regional Science and Urban Economics
|
B
|
2
|
|
2018
|
Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
|
Journal of Econometrics
|
A
|
2
|
|
2018
|
Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
|
Journal of Econometrics
|
A
|
2
|
|
2018
|
GMM estimation of the spatial autoregressive model in a system of interrelated networks
|
Regional Science and Urban Economics
|
B
|
3
|
|
2018
|
Outer-product-of-gradients tests for spatial autoregressive models
|
Regional Science and Urban Economics
|
B
|
2
|
|
2018
|
A spatial panel data model with time varying endogenous weights matrices and common factors
|
Regional Science and Urban Economics
|
B
|
2
|
|
2018
|
Strategical interactions on municipal public safety spending with correlated private information
|
Regional Science and Urban Economics
|
B
|
2
|
|
2018
|
Tobit models with social interactions: Complete vs incomplete information
|
Regional Science and Urban Economics
|
B
|
3
|
|
2017
|
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
|
Journal of Econometrics
|
A
|
3
|
|
2017
|
Spatial dynamic panel data models with interactive fixed effects
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
Social interactions under incomplete information with heterogeneous expectations
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach
|
Regional Science and Urban Economics
|
B
|
3
|
|
2017
|
Testing endogeneity of spatial and social networks
|
Regional Science and Urban Economics
|
B
|
2
|
|
2016
|
Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2016
|
Identification of Spatial Durbin Panel Models
|
Journal of Applied Econometrics
|
B
|
2
|
|
2016
|
A Social Interactions Model with Endogenous Friendship Formation and Selectivity
|
Journal of Applied Econometrics
|
B
|
2
|
|
2015
|
Large sample properties of the matrix exponential spatial specification with an application to FDI
|
Journal of Econometrics
|
A
|
3
|
|
2015
|
Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
Estimating a spatial autoregressive model with an endogenous spatial weight matrix
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
On the bootstrap for Moran’s I test for spatial dependence
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
A spatial autoregressive model with a nonlinear transformation of the dependent variable
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
Maximum likelihood estimation of a spatial autoregressive Tobit model
|
Journal of Econometrics
|
A
|
2
|
|
2014
|
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
|
Journal of Econometrics
|
A
|
2
|
|
2014
|
Binary Choice Models with Social Network under Heterogeneous Rational Expectations
|
Review of Economics and Statistics
|
A
|
3
|
|
2013
|
Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model
|
Regional Science and Urban Economics
|
B
|
2
|
|
2013
|
Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model
|
Regional Science and Urban Economics
|
B
|
2
|
|
2013
|
Estimation of spatial panel data models with randomly missing data in the dependent variable
|
Regional Science and Urban Economics
|
B
|
2
|
|
2013
|
Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
|
Regional Science and Urban Economics
|
B
|
2
|
|
2013
|
Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
|
Regional Science and Urban Economics
|
B
|
2
|
|
2012
|
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
|
Journal of Econometrics
|
A
|
3
|
|
2012
|
Learning from peers in signaling game experiments
|
Journal of Applied Econometrics
|
B
|
3
|
|
2012
|
LM tests for spatial correlation in spatial models with limited dependent variables
|
Regional Science and Urban Economics
|
B
|
2
|
|
2012
|
Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models
|
Regional Science and Urban Economics
|
B
|
2
|
|
2012
|
SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS
|
International Economic Review
|
B
|
2
|
|
2010
|
An efficient GMM estimator of spatial autoregressive models
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
|
Econometric Theory
|
B
|
2
|
|
2010
|
POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL
|
Econometric Theory
|
B
|
1
|
|
2010
|
A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
|
Econometric Theory
|
B
|
2
|
|
2010
|
ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
|
Econometric Theory
|
B
|
2
|
|
2010
|
Estimation of spatial autoregressive panel data models with fixed effects
|
Journal of Econometrics
|
A
|
2
|
|
2010
|
GMM estimation of spatial autoregressive models with unknown heteroskedasticity
|
Journal of Econometrics
|
A
|
2
|
|
2010
|
GMM estimation of social interaction models with centrality
|
Journal of Econometrics
|
A
|
2
|
|
2010
|
Some recent developments in spatial panel data models
|
Regional Science and Urban Economics
|
B
|
2
|
|
2008
|
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
|
Journal of Econometrics
|
A
|
1
|
|
2007
|
The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
|
Journal of Econometrics
|
A
|
1
|
|
2007
|
Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
|
Journal of Econometrics
|
A
|
1
|
|
2002
|
CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
|
Econometric Theory
|
B
|
1
|
|
2001
|
ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES
|
Econometric Theory
|
B
|
1
|
|
2001
|
INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
|
Econometric Theory
|
B
|
1
|
|
2000
|
A numerically stable quadrature procedure for the one-factor random-component discrete choice model
|
Journal of Econometrics
|
A
|
1
|
|
1999
|
STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS
|
Econometric Theory
|
B
|
1
|
|
1999
|
Estimation of dynamic and ARCH Tobit models
|
Journal of Econometrics
|
A
|
1
|
|
1998
|
EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS
|
Econometric Theory
|
B
|
2
|
|
1997
|
A simulated likelihood estimator for qualitative response models with sufficient statistics
|
Economics Letters
|
C
|
1
|
|
1997
|
The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations
|
Journal of Econometrics
|
A
|
3
|
|
1997
|
Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results
|
Journal of Econometrics
|
A
|
1
|
|
1997
|
A smooth likelihood simulator for dynamic disequilibrium models
|
Journal of Econometrics
|
A
|
1
|
|
1997
|
Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results
|
Journal of Econometrics
|
A
|
1
|
|
1995
|
Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models
|
Econometric Theory
|
B
|
1
|
|
1995
|
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
|
Journal of Econometrics
|
A
|
1
|
|
1995
|
The Computation of Opportunity Costs in Polychotomous Choice Models with Selectivity.
|
Review of Economics and Statistics
|
A
|
1
|
|
1994
|
Rational expectations in limited dependent variable models
|
Economics Letters
|
C
|
1
|
|
1994
|
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
|
Journal of Econometrics
|
A
|
1
|
|
1994
|
Semiparametric instrumental variable estimation of simultaneous equation sample selection models
|
Journal of Econometrics
|
A
|
1
|
|
1993
|
Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix
|
Econometric Theory
|
B
|
1
|
|
1992
|
Discrete/continuous models of consumer demand with binding nonnegativity constraints
|
Journal of Econometrics
|
A
|
2
|
|
1992
|
Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models
|
Econometric Theory
|
B
|
1
|
|
1992
|
On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
|
Econometric Theory
|
B
|
1
|
|
1987
|
Non-parametric testing of discrete panel data models
|
Journal of Econometrics
|
A
|
1
|
|
1987
|
Microeconometric models of rationing, imperfect markets, and non-negativity constraints
|
Journal of Econometrics
|
A
|
2
|
|
1986
|
Specification testing when score test statistics are identically zero
|
Journal of Econometrics
|
A
|
2
|
|
1986
|
The specification of multi-market disequilibrium econometric models
|
Journal of Econometrics
|
A
|
1
|
|
1985
|
Serial correlation in latent discrete variable models
|
Journal of Econometrics
|
A
|
2
|
|
1984
|
Regime classifications in the disequilibrium market models
|
Economics Letters
|
C
|
1
|
|
1984
|
The likelihood function and a test for serial correlation in a disequilibrium market model
|
Economics Letters
|
C
|
1
|
|
1984
|
Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
|
Journal of Econometrics
|
A
|
1
|
|
1984
|
Technical Training and Earnings: A Polychotomous Choice Model with Selectivity.
|
Review of Economics and Statistics
|
A
|
2
|
|
1983
|
The determination of moments of the doubly truncated multivariate normal tobit model
|
Economics Letters
|
C
|
1
|
|
1983
|
A test for distributional assumptions for the stochastic frontier functions
|
Journal of Econometrics
|
A
|
1
|
|
1983
|
On maximum likelihood estimation of stochastic frontier production models
|
Journal of Econometrics
|
A
|
1
|
|
1982
|
Test for normality in the econometric disequilibrium markets model
|
Journal of Econometrics
|
A
|
1
|
|
1982
|
Specification error in multinomial logit models : Analysis of the omitted variable bias
|
Journal of Econometrics
|
A
|
1
|
|
1982
|
Some Approaches to the Correction of Selectivity Bias
|
Review of Economic Studies
|
S
|
1
|
|
1981
|
The measurement and sources of technical inefficiency in the Indonesian weaving industry
|
Journal of Development Economics
|
A
|
2
|
|
1981
|
Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data
|
Journal of Econometrics
|
A
|
1
|
|
1979
|
On the first and second moments of the truncated multi-normal distribution and a simple estimator
|
Economics Letters
|
C
|
1
|
|
1979
|
Mixed logit and fully recursive logit models
|
Economics Letters
|
C
|
1
|
|
1979
|
On comparisons of normal and logistic models in the bivariate dichotomous analysis
|
Economics Letters
|
C
|
1
|
|
1979
|
On the generalized Berkson's estimator in the general qualitative response model
|
Economics Letters
|
C
|
1
|
|
1979
|
On Estimating Stochastic Frontier Production Functions and Average Efficiency: An Empirical Analysis with Colombian Micro Data.
|
Review of Economics and Statistics
|
A
|
2
|
|
1978
|
The stochastic frontier production function and average efficiency : An empirical analysis
|
Journal of Econometrics
|
A
|
2
|
|
1978
|
Estimation of some limited dependent variable models with application to housing demand
|
Journal of Econometrics
|
A
|
2
|