Asymptotic Theory and Large Models
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Cited by:
- Gupta, Abhimanyu & Robinson, Peter M., 2018.
"Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension,"
Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
- Gupta, A & Robinson, PM, 2015. "Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension," Economics Discussion Papers 22698, University of Essex, Department of Economics.
- Gupta, Abhimanyu & Robinson, Peter M., 2017. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," LSE Research Online Documents on Economics 84085, London School of Economics and Political Science, LSE Library.
- Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
- Robinson, Peter M., 2002. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 2263, London School of Economics and Political Science, LSE Library.
- Arellano, Manuel, 2016.
"Modelling optimal instrumental variables for dynamic panel data models,"
Research in Economics, Elsevier, vol. 70(2), pages 238-261.
- Manuel Arellano, 2003. "Modelling Optimal Instrumental Variables for Dynamic Panel Data Models," Working Papers wp2003_0310, CEMFI.
- Naoto Kunitomo, 1979. "Asymptotic Optimality of the Limited Information Maximum Likelihood Estimator in Large Econometric Models," Discussion Papers 503, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Peter M Robinson, 2002. "Denis Sargan: Some Perspectives," STICERD - Econometrics Paper Series 437, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Canale, Rosaria Rita & De Simone, Elina & Di Maio, Amedeo & Parenti, Benedetta, 2019. "UNESCO World Heritage sites and tourism attractiveness: The case of Italian provinces," Land Use Policy, Elsevier, vol. 85(C), pages 114-120.
- Robinson, Peter M., 2003. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 292, London School of Economics and Political Science, LSE Library.
- David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
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