Large sample sieve estimation of semi-nonparametric models

X Chen - Handbook of econometrics, 2007 - Elsevier
Often researchers find parametric models restrictive and sensitive to deviations from the
parametric specifications; semi-nonparametric models are more flexible and robust, but lead …

Under the hood issues in the specification and interpretation of spatial regression models

L Anselin - Agricultural economics, 2002 - Wiley Online Library
This paper reviews a number of conceptual issues pertaining to the implementation of an
explicit “spatial” perspective in applied econometrics. It provides an overview of the …

Worms: identifying impacts on education and health in the presence of treatment externalities

E Miguel, M Kremer - Econometrica, 2004 - Wiley Online Library
Intestinal helminths—including hookworm, roundworm, whipworm, and schistosomiasis—
infect more than one‐quarter of the world's population. Studies in which medical treatment is …

Spatial panel econometrics

L Anselin, JL Gallo, H Jayet - … of panel data: Fundamentals and recent …, 2008 - Springer
Spatial econometrics is a subfield of econometrics that deals with the incorporation of spatial
effects in econometric methods (Anselin, 1988a). Spatial effects may result from spatial …

Testing for a unit root in panels with dynamic factors

HR Moon, B Perron - Journal of econometrics, 2004 - Elsevier
This paper studies testing for a unit root for large n and T panels in which the cross-sectional
units are correlated. To model this cross-sectional correlation, we assume that the data are …

[КНИГА][B] Advances in spatial econometrics: methodology, tools and applications

L Anselin, R Florax, SJ Rey - 2013 - books.google.com
The volume on New Directions in Spatial Econometrics appeared in 1995 as one of the first
in the then new Springer series on Advances in Spatial Sciences. It very quickly became …

[КНИГА][B] Spatial econometrics: statistical foundations and applications to regional convergence

G Arbia - 2006 - books.google.com
In recent years the so-called new economic geography and the issue of regional economic
convergence have increasingly drawn the interest of economists to the empirical analysis of …

Semi‐nonparametric IV estimation of shape‐invariant Engel curves

R Blundell, X Chen, D Kristensen - Econometrica, 2007 - Wiley Online Library
This paper studies a shape‐invariant Engel curve system with endogenous total
expenditure, in which the shape‐invariant specification involves a common shift parameter …

Cross‐section regression with common shocks

DWK Andrews - Econometrica, 2005 - Wiley Online Library
This paper considers regression models for cross‐section data that exhibit cross‐section
dependence due to common shocks, such as macroeconomic shocks. The paper analyzes …

The performance of panel unit root and stationarity tests: results from a large scale simulation study

J Hlouskova, M Wagner - Econometric Reviews, 2006 - Taylor & Francis
This paper presents results on the size and power of first generation panel unit root and
stationarity tests obtained from a large scale simulation study. The tests developed in the …