Journal Article |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |

2SLS and OLS in a spatial autoregressive model with equal spatial weights |
0 |
0 |
0 |
204 |
1 |
2 |
10 |
573 |

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model |
0 |
0 |
0 |
87 |
4 |
13 |
84 |
890 |

A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances |
2 |
3 |
17 |
278 |
7 |
15 |
53 |
798 |

A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes |
0 |
0 |
2 |
254 |
0 |
0 |
10 |
633 |

A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations |
0 |
0 |
1 |
25 |
0 |
0 |
6 |
81 |

A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables |
0 |
0 |
6 |
142 |
2 |
6 |
46 |
350 |

A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations |
0 |
0 |
0 |
13 |
0 |
0 |
7 |
46 |

A note on the estimation of nonsymmetric dynamic factor demand models |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
31 |

A robust test for network generated dependence |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
22 |

Analysis of spatially dependent data |
0 |
1 |
1 |
185 |
0 |
3 |
6 |
336 |

Central limit theorems and uniform laws of large numbers for arrays of random fields |
0 |
1 |
1 |
68 |
1 |
3 |
9 |
201 |

Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler |
0 |
0 |
2 |
59 |
0 |
1 |
4 |
277 |

Creating and managing spatial-weighting matrices with the spmat command |
0 |
6 |
34 |
589 |
9 |
41 |
169 |
1,472 |

Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System |
0 |
0 |
1 |
7 |
0 |
0 |
4 |
63 |

Editorial |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
19 |

Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry |
0 |
1 |
2 |
36 |
0 |
2 |
12 |
131 |

Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem |
0 |
0 |
0 |
2 |
1 |
2 |
12 |
31 |

Estimation of a variable rate of depreciation: a dummy variable approach |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
139 |

Estimation of simultaneous systems of spatially interrelated cross sectional equations |
0 |
3 |
14 |
136 |
2 |
8 |
36 |
347 |

Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
333 |

Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure |
0 |
1 |
1 |
78 |
1 |
3 |
6 |
215 |

HAC estimation in a spatial framework |
0 |
1 |
3 |
142 |
0 |
1 |
15 |
380 |

Independent or uncorrelated disturbances in linear regression: An illustration of the difference |
0 |
0 |
2 |
35 |
1 |
2 |
9 |
187 |

Limit theory for panel data models with cross sectional dependence and sequential exogeneity |
0 |
0 |
0 |
34 |
1 |
2 |
7 |
110 |

Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components |
0 |
0 |
1 |
78 |
0 |
0 |
5 |
190 |

Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances |
6 |
11 |
33 |
223 |
10 |
19 |
70 |
465 |

On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors |
1 |
6 |
12 |
119 |
2 |
15 |
47 |
317 |

On spatial processes and asymptotic inference under near-epoch dependence |
0 |
0 |
1 |
32 |
1 |
2 |
11 |
102 |

On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
120 |

On the Econometric Estimation of a Constant Rate of Depreciation |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
124 |

On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties |
0 |
0 |
1 |
4 |
1 |
3 |
11 |
39 |

On the asymptotic distribution of the Moran I test statistic with applications |
0 |
3 |
11 |
181 |
2 |
9 |
37 |
496 |

On the computation of estimators in systems with implicity defined variables |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
20 |

On the finite sample properties of pre-test estimators of spatial models |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
36 |

On the specification of accelerator coefficients in dynamic factor demand models |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
31 |

Panel data models with spatially correlated error components |
5 |
16 |
36 |
452 |
8 |
27 |
86 |
910 |

Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
78 |

R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model |
0 |
0 |
0 |
43 |
0 |
2 |
4 |
131 |

Sources of growth of output and convergence of productivity in major OECD countries |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
66 |

Spatial models with spatially lagged dependent variables and incomplete data |
0 |
0 |
1 |
32 |
0 |
0 |
9 |
92 |

Special Issue on Spatial Econometrics: An Editorial Note |
0 |
1 |
3 |
17 |
0 |
1 |
6 |
49 |

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances |
4 |
13 |
59 |
327 |
10 |
32 |
147 |
915 |

The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances |
0 |
0 |
2 |
19 |
0 |
2 |
5 |
68 |

The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation |
0 |
2 |
4 |
74 |
0 |
3 |
7 |
350 |

The relative efficiencies of various predictors in spatial econometric models containing spatial lags |
1 |
1 |
3 |
64 |
1 |
2 |
10 |
160 |

Total Journal Articles |
19 |
70 |
254 |
4,111 |
68 |
229 |
1,004 |
12,424 |