Pedro CL Souza
Personal Details
First Name: | Pedro |
Middle Name: | Cl |
Last Name: | Souza |
Suffix: | |
RePEc Short-ID: | pcl137 |
| |
http://pedroclsouza.com | |
Affiliation
Department of Economics
University of Warwick
Coventry, United Kingdomhttp://www.warwick.ac.uk/fac/soc/Economics/
RePEc:edi:dewaruk (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Ã ureo de Paula & Imran Rasul & Pedro Souza, 2018.
"Recovering Social Networks from Panel Data: Identification, Simulations and an Application,"
Working Papers
2018-013, Human Capital and Economic Opportunity Working Group.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2018. "Recovering social networks from panel data: identification, simulations and an application," CeMMAP working papers CWP58/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Aureo de Paula & Imran Rasul & Pedro CL Souza, 2018. "Recovering social networks from panel data: Identification, simulations and an application," Documentos de Trabajo 16173, The Latin American and Caribbean Economic Association (LACEA).
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2018. "Recovering social networks from panel data: identification, simulations and an application," CeMMAP working papers CWP17/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- de Paula, Aureo & Rasul, Imran & Souza, Pedro, 2018.
"Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition,"
CEPR Discussion Papers
12792, C.E.P.R. Discussion Papers.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2019. "Identifying network ties from panel data: theory and an application to tax competition," CeMMAP working papers CWP55/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Imran Rasul & Pedro Souza & Aureo de Paula, 2023. "Identifying Network Ties from Panel Data: Theory and an application to tax competition," POID Working Papers 081, Centre for Economic Performance, LSE.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: theory and an application to tax competition," IFS Working Papers WCWP21/23, Institute for Fiscal Studies.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: theory and an application to tax competition," CeMMAP working papers 02/23, Institute for Fiscal Studies.
- Aureo de Paula & Imran Rasul & Pedro Souza, 2019. "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," Papers 1910.07452, arXiv.org, revised Oct 2023.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: Theory and an application to tax competition," CeMMAP working papers 21/23, Institute for Fiscal Studies.
- Lam, Clifford & Souza, Pedro C.L., 2015. "Detection and estimation of block structure in spatial weight matrix," LSE Research Online Documents on Economics 59898, London School of Economics and Political Science, LSE Library.
- Clifford Lam & Pedro Souza, 2014. "Regularization for Spatial Panel Time Series Using the Adaptive LASSO," STICERD - Econometrics Paper Series 578, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hidalgo, Javier & Souza, Pedro, 2013.
"Testing for equality of an increasing number of spectral density functions,"
LSE Research Online Documents on Economics
58195, London School of Economics and Political Science, LSE Library.
- Javier Hidalgo & Pedro Souza & Pedro Souza, 2013. "Testing for equality of an increasing number of spectral density functions," STICERD - Econometrics Paper Series 563, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Ã ureo de Paula & Imran Rasul & Pedro Souza, 2018.
"Recovering Social Networks from Panel Data: Identification, Simulations and an Application,"
Working Papers
2018-013, Human Capital and Economic Opportunity Working Group.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2018. "Recovering social networks from panel data: identification, simulations and an application," CeMMAP working papers CWP58/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Aureo de Paula & Imran Rasul & Pedro CL Souza, 2018. "Recovering social networks from panel data: Identification, simulations and an application," Documentos de Trabajo 16173, The Latin American and Caribbean Economic Association (LACEA).
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2018. "Recovering social networks from panel data: identification, simulations and an application," CeMMAP working papers CWP17/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Patacchini, Eleonora & Battaglini, Marco & Rainone, Edoardo, 2019.
"Endogenous Social Connections in Legislatures,"
CEPR Discussion Papers
13845, C.E.P.R. Discussion Papers.
- Marco Battaglini & Eleonora Patacchini & Edoardo Rainone, 2019. "Endogenous Social Connections in Legislatures," NBER Working Papers 25988, National Bureau of Economic Research, Inc.
- Battaglini, Marco & Crawford, Forrest & Patacchini, Eleonora & Peng, Sida, 2020.
"A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers,"
CEPR Discussion Papers
15041, C.E.P.R. Discussion Papers.
- Marco Battaglini & Forrest W. Crawford & Eleonora Patacchini & Sida Peng, 2020. "A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers," NBER Working Papers 27557, National Bureau of Economic Research, Inc.
- Thiemo Fetzer & Pedro Cl Souza & Oliver Vanden Eynde & Austin Wright, 2021.
"Security Transitions,"
Post-Print
halshs-03342741, HAL.
- Thiemo Fetzer & Pedro Cl Souza & Oliver Vanden Eynde & Austin Wright, 2021. "Security Transitions," PSE-Ecole d'économie de Paris (Postprint) halshs-03342741, HAL.
- Thiemo Fetzer & Pedro Cl Souza & Oliver Vanden Eynde & Austin L Wright, 2020. "Security Transitions," PSE Working Papers halshs-02518234, HAL.
- Fetzer, Thiemo & Vanden Eynde, Oliver & Wright, Austin L., 2018. "Security Transitions," The Warwick Economics Research Paper Series (TWERPS) 1171, University of Warwick, Department of Economics.
- Fetzer, Thiemo & Souza, Pedro CL & Eynde, Oliver Vanden & Wright, Austin L., 2018. "Security Transitions," CAGE Online Working Paper Series 383, Competitive Advantage in the Global Economy (CAGE).
- Fetzer, Thiemo & Vanden Eynde, Oliver & Souza, Pedro CL & Wright, Austin L., 2020. "Security Transitions," CEPR Discussion Papers 15527, C.E.P.R. Discussion Papers.
- Thiemo Fetzer & Pedro C. L. Souza & Oliver Vanden Eynde & Austin L. Wright, 2021. "Security Transitions," American Economic Review, American Economic Association, vol. 111(7), pages 2275-2308, July.
- Thiemo Fetzer & Pedro Cl Souza & Oliver Vanden Eynde & Austin L Wright, 2020. "Security Transitions," Working Papers halshs-02518234, HAL.
- Thiemo Fetzer & Pedro CL Souza & Oliver Vanden Eynde & Austin L. Wright, 2020. "Security Transitions," Working Papers 2020-176, Becker Friedman Institute for Research In Economics.
- Victor Chernozhukov & Chen Huang & Weining Wang, 2021. "Uniform Inference on High-dimensional Spatial Panel Networks," Papers 2105.07424, arXiv.org, revised Sep 2023.
- Jan R. Magnus & Enrique Sentana, 2020.
"Zero-diagonality as a linear structure,"
Tinbergen Institute Discussion Papers
20-039/III, Tinbergen Institute.
- Magnus, Jan R. & Sentana, Enrique, 2020. "Zero-diagonality as a linear structure," Economics Letters, Elsevier, vol. 196(C).
- Jan R. Magnus & Enrique Sentana, 2020. "Zero-Diagonality as a Linear Structure," Working Papers wp2020_2016, CEMFI.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2019.
"Peer Effects in Networks: a Survey,"
Working Papers
halshs-02440709, HAL.
- Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2020. "Peer Effects in Networks: A Survey," IZA Discussion Papers 12947, Institute of Labor Economics (IZA).
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 603-629, August.
- Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2019. "Peer Effects in Networks: a Survey," CEPR Discussion Papers 14260, C.E.P.R. Discussion Papers.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: a Survey," AMSE Working Papers 1936, Aix-Marseille School of Economics, France.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," CIRANO Working Papers 2020s-02, CIRANO.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," Post-Print hal-03072119, HAL.
- Zenou, Yves & Lindquist, Matthew, 2019.
"Crime and Networks: 10 Policy Lessons,"
CEPR Discussion Papers
13823, C.E.P.R. Discussion Papers.
- Lindquist, Matthew J. & Zenou, Yves, 2019. "Crime and Networks: 10 Policy Lessons," IZA Discussion Papers 12534, Institute of Labor Economics (IZA).
- Arthur Lewbel & Xi Qu & Xun Tang, 2023.
"Social Networks with Unobserved Links,"
Journal of Political Economy, University of Chicago Press, vol. 131(4), pages 898-946.
- Arthur Lewbel & Xi Qu & Xun Tang, 2019. "Social Networks with Unobserved Links," Boston College Working Papers in Economics 1004, Boston College Department of Economics, revised 15 Jul 2022.
- Luisa Corrado & Roberta Distante & Majlinda Joxhe, 2019.
"Body mass index and social interactions from adolescence to adulthood,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(4), pages 425-445, October.
- Luisa Corrado & Roberta Distante & Majlinda Joxhe, 2019. "Body Mass Index and Social Interactions from Adolescence to Adulthood," DEM Discussion Paper Series 19-06, Department of Economics at the University of Luxembourg.
- Pol Antràs & David Zilberman, 2022. "Introduction to "Risks in Agricultural Supply Chains"," NBER Chapters, in: Risks in Agricultural Supply Chains, pages 1-12, National Bureau of Economic Research, Inc.
- Candelaria, Luis E. & Ura, Takuya, 2020. "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS) 1258, University of Warwick, Department of Economics.
- Sida Peng, 2019. "Heterogeneous Endogenous Effects in Networks," Papers 1908.00663, arXiv.org.
- Nail Kashaev & Natalia Lazzati, 2019. "Peer Effects in Random Consideration Sets," Papers 1904.06742, arXiv.org, revised May 2021.
- Chih-Sheng Hsieh & Stanley I. M. Ko & Jaromír Kovářík & Trevon Logan, 2018. "Non-Randomly Sampled Networks: Biases and Corrections," NBER Working Papers 25270, National Bureau of Economic Research, Inc.
- Francesca Parise & Asuman Ozdaglar, 2023. "Graphon Games: A Statistical Framework for Network Games and Interventions," Econometrica, Econometric Society, vol. 91(1), pages 191-225, January.
- Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
- Sentana, Enrique, 2024.
"Finite underidentification,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Enrique Sentana, 2015. "Finite Underidentification," Working Papers wp2015_1508, CEMFI.
- Zhou, Wenyu, 2019. "A network social interaction model with heterogeneous links," Economics Letters, Elsevier, vol. 180(C), pages 50-53.
- Arthur Lewbel & Xi Qu & Xun Tang, 2021. "Social Networks with Mismeasured Links," Boston College Working Papers in Economics 1031, Boston College Department of Economics.
- Michael Delgado & Meilin Ma & H. Holly Wang, 2021.
"Exploring Spatial Price Relationships: The Case of African Swine Fever in China,"
NBER Chapters, in: Risks in Agricultural Supply Chains,
National Bureau of Economic Research, Inc.
- Michael S. Delgado & Meilin Ma & H. Holly Wang, 2021. "Exploring Spatial Price Relationships: The Case of African Swine Fever in China," NBER Working Papers 29141, National Bureau of Economic Research, Inc.
- Lina Zhang, 2020. "Spillovers of Program Benefits with Missing Network Links," Papers 2009.09614, arXiv.org, revised Aug 2024.
- Hossein Alidaee & Eric Auerbach & Michael P. Leung, 2020. "Recovering Network Structure from Aggregated Relational Data using Penalized Regression," Papers 2001.06052, arXiv.org.
- Hsieh, Chih-Sheng & Hsu, Yu-Chin & Ko, Stanley I.M. & Kovářík, Jaromír & Logan, Trevon D., 2024. "Non-representative sampled networks: Estimation of network structural properties by weighting," Journal of Econometrics, Elsevier, vol. 240(1).
- Boucher, Vincent, 2020. "Equilibrium homophily in networks," European Economic Review, Elsevier, vol. 123(C).
- Promit K. Chaudhuri & Sudipta Sarangi & Hector Tzavellas, 2023. "Games Under Network Uncertainty," Papers 2305.03124, arXiv.org, revised Jul 2023.
- Patacchini, Eleonora & Hsieh, Chih-Sheng & Lin, Xu, 2019. "Social Interaction Methods," CEPR Discussion Papers 14141, C.E.P.R. Discussion Papers.
- de Paula, Aureo & Rasul, Imran & Souza, Pedro, 2018.
"Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition,"
CEPR Discussion Papers
12792, C.E.P.R. Discussion Papers.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2019. "Identifying network ties from panel data: theory and an application to tax competition," CeMMAP working papers CWP55/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Imran Rasul & Pedro Souza & Aureo de Paula, 2023. "Identifying Network Ties from Panel Data: Theory and an application to tax competition," POID Working Papers 081, Centre for Economic Performance, LSE.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: theory and an application to tax competition," IFS Working Papers WCWP21/23, Institute for Fiscal Studies.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: theory and an application to tax competition," CeMMAP working papers 02/23, Institute for Fiscal Studies.
- Aureo de Paula & Imran Rasul & Pedro Souza, 2019. "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," Papers 1910.07452, arXiv.org, revised Oct 2023.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: Theory and an application to tax competition," CeMMAP working papers 21/23, Institute for Fiscal Studies.
Cited by:
- Patacchini, Eleonora & Battaglini, Marco & Rainone, Edoardo, 2019.
"Endogenous Social Connections in Legislatures,"
CEPR Discussion Papers
13845, C.E.P.R. Discussion Papers.
- Marco Battaglini & Eleonora Patacchini & Edoardo Rainone, 2019. "Endogenous Social Connections in Legislatures," NBER Working Papers 25988, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Chen Huang & Weining Wang, 2021. "Uniform Inference on High-dimensional Spatial Panel Networks," Papers 2105.07424, arXiv.org, revised Sep 2023.
- Jan R. Magnus & Enrique Sentana, 2020.
"Zero-diagonality as a linear structure,"
Tinbergen Institute Discussion Papers
20-039/III, Tinbergen Institute.
- Magnus, Jan R. & Sentana, Enrique, 2020. "Zero-diagonality as a linear structure," Economics Letters, Elsevier, vol. 196(C).
- Jan R. Magnus & Enrique Sentana, 2020. "Zero-Diagonality as a Linear Structure," Working Papers wp2020_2016, CEMFI.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2019.
"Peer Effects in Networks: a Survey,"
Working Papers
halshs-02440709, HAL.
- Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2020. "Peer Effects in Networks: A Survey," IZA Discussion Papers 12947, Institute of Labor Economics (IZA).
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 603-629, August.
- Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2019. "Peer Effects in Networks: a Survey," CEPR Discussion Papers 14260, C.E.P.R. Discussion Papers.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: a Survey," AMSE Working Papers 1936, Aix-Marseille School of Economics, France.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," CIRANO Working Papers 2020s-02, CIRANO.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: A Survey," Post-Print hal-03072119, HAL.
- Marko Mlikota, 2022. "Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications," Papers 2211.13610, arXiv.org, revised Sep 2024.
- Arthur Lewbel & Xi Qu & Xun Tang, 2023.
"Social Networks with Unobserved Links,"
Journal of Political Economy, University of Chicago Press, vol. 131(4), pages 898-946.
- Arthur Lewbel & Xi Qu & Xun Tang, 2019. "Social Networks with Unobserved Links," Boston College Working Papers in Economics 1004, Boston College Department of Economics, revised 15 Jul 2022.
- Federico Martellosio, 2020. "Non-Identifiability in Network Autoregressions," Papers 2011.11084, arXiv.org, revised Jun 2022.
- Luisa Corrado & Roberta Distante & Majlinda Joxhe, 2019.
"Body mass index and social interactions from adolescence to adulthood,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(4), pages 425-445, October.
- Luisa Corrado & Roberta Distante & Majlinda Joxhe, 2019. "Body Mass Index and Social Interactions from Adolescence to Adulthood," DEM Discussion Paper Series 19-06, Department of Economics at the University of Luxembourg.
- Pol Antràs & David Zilberman, 2022. "Introduction to "Risks in Agricultural Supply Chains"," NBER Chapters, in: Risks in Agricultural Supply Chains, pages 1-12, National Bureau of Economic Research, Inc.
- Candelaria, Luis E. & Ura, Takuya, 2020. "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS) 1258, University of Warwick, Department of Economics.
- Chen, Denghui & Kiefer, Hua & Liu, Xiaodong, 2022. "Estimation of discrete choice network models with missing outcome data," Regional Science and Urban Economics, Elsevier, vol. 97(C).
- Nail Kashaev & Natalia Lazzati, 2019. "Peer Effects in Random Consideration Sets," Papers 1904.06742, arXiv.org, revised May 2021.
- Lin, Zhongjian & Tang, Xun & Yu, Ning Neil, 2021. "Uncovering heterogeneous social effects in binary choices," Journal of Econometrics, Elsevier, vol. 222(2), pages 959-973.
- Christian Gourieroux & Joann Jasiak, 2022. "Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood," Papers 2211.11876, arXiv.org.
- Chih-Sheng Hsieh & Stanley I. M. Ko & Jaromír Kovářík & Trevon Logan, 2018. "Non-Randomly Sampled Networks: Biases and Corrections," NBER Working Papers 25270, National Bureau of Economic Research, Inc.
- Francesca Parise & Asuman Ozdaglar, 2023. "Graphon Games: A Statistical Framework for Network Games and Interventions," Econometrica, Econometric Society, vol. 91(1), pages 191-225, January.
- Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
- Sentana, Enrique, 2024.
"Finite underidentification,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Enrique Sentana, 2015. "Finite Underidentification," Working Papers wp2015_1508, CEMFI.
- Zhou, Wenyu, 2019. "A network social interaction model with heterogeneous links," Economics Letters, Elsevier, vol. 180(C), pages 50-53.
- Arthur Lewbel & Xi Qu & Xun Tang, 2021. "Social Networks with Mismeasured Links," Boston College Working Papers in Economics 1031, Boston College Department of Economics.
- Candelaria, Luis E. & Ura, Takuya, 2023. "Identification and inference of network formation games with misclassified links," Journal of Econometrics, Elsevier, vol. 235(2), pages 862-891.
- Clemens Possnig & Andreea Rotu{a}rescu & Kyungchul Song, 2022. "Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model," Papers 2211.08995, arXiv.org.
- Michael Delgado & Meilin Ma & H. Holly Wang, 2021.
"Exploring Spatial Price Relationships: The Case of African Swine Fever in China,"
NBER Chapters, in: Risks in Agricultural Supply Chains,
National Bureau of Economic Research, Inc.
- Michael S. Delgado & Meilin Ma & H. Holly Wang, 2021. "Exploring Spatial Price Relationships: The Case of African Swine Fever in China," NBER Working Papers 29141, National Bureau of Economic Research, Inc.
- Junhui Cai & Dan Yang & Wu Zhu & Haipeng Shen & Linda Zhao, 2021. "Network regression and supervised centrality estimation," Papers 2111.12921, arXiv.org.
- Stefano DellaVigna & Woojin Kim, 2022. "Policy Diffusion and Polarization across U.S. States," NBER Working Papers 30142, National Bureau of Economic Research, Inc.
- Hossein Alidaee & Eric Auerbach & Michael P. Leung, 2020. "Recovering Network Structure from Aggregated Relational Data using Penalized Regression," Papers 2001.06052, arXiv.org.
- Hsieh, Chih-Sheng & Hsu, Yu-Chin & Ko, Stanley I.M. & Kovářík, Jaromír & Logan, Trevon D., 2024. "Non-representative sampled networks: Estimation of network structural properties by weighting," Journal of Econometrics, Elsevier, vol. 240(1).
- Boucher, Vincent, 2020. "Equilibrium homophily in networks," European Economic Review, Elsevier, vol. 123(C).
- Promit K. Chaudhuri & Sudipta Sarangi & Hector Tzavellas, 2023. "Games Under Network Uncertainty," Papers 2305.03124, arXiv.org, revised Jul 2023.
- Patacchini, Eleonora & Hsieh, Chih-Sheng & Lin, Xu, 2019. "Social Interaction Methods," CEPR Discussion Papers 14141, C.E.P.R. Discussion Papers.
- Lam, Clifford & Souza, Pedro C.L., 2015.
"Detection and estimation of block structure in spatial weight matrix,"
LSE Research Online Documents on Economics
59898, London School of Economics and Political Science, LSE Library.
Cited by:
- Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021.
"Networking the yield curve: implications for monetary policy,"
Working Paper Series
2532, European Central Bank.
- Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021. "Networking the Yield Curve: Implications for Monetary Policy," Staff Working Papers 21-4, Bank of Canada.
- Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
- Marcelo C. Medeiros & Eduardo F. Mendes, 2015. "l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations," Textos para discussão 636, Department of Economics PUC-Rio (Brazil).
- Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
- Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021.
"Networking the yield curve: implications for monetary policy,"
Working Paper Series
2532, European Central Bank.
- Clifford Lam & Pedro Souza, 2014.
"Regularization for Spatial Panel Time Series Using the Adaptive LASSO,"
STICERD - Econometrics Paper Series
578, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
Cited by:
- Liqian Cai & Arnab Bhattacharjee & Roger Calantone & Taps Maiti, 2019. "Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 146-200, September.
- Reuvers, Hanno & Wijler, Etienne, 2024. "Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data," Journal of Econometrics, Elsevier, vol. 239(1).
- Victor Chernozhukov & Chen Huang & Weining Wang, 2021. "Uniform Inference on High-dimensional Spatial Panel Networks," Papers 2105.07424, arXiv.org, revised Sep 2023.
- Xie, Fang & Xu, Lihu & Yang, Youcai, 2017. "Lasso for sparse linear regression with exponentially β-mixing errors," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 64-70.
- Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, vol. 3(1), pages 1-28, March.
- Quintaba Pablo Aníbal & Herrera Gómez Marcos, 2023. "Spatial Weighting Matrix Estimation through Statistical Learning: Analyzing Argentinean Salary Dynamics under Structural Breaks," Asociación Argentina de Economía Política: Working Papers 4688, Asociación Argentina de Economía Política.
- Hanno Reuvers & Etienne Wijler, 2021. "Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data," Papers 2108.02864, arXiv.org, revised Dec 2021.
- Hidalgo, Javier & Souza, Pedro, 2013.
"Testing for equality of an increasing number of spectral density functions,"
LSE Research Online Documents on Economics
58195, London School of Economics and Political Science, LSE Library.
- Javier Hidalgo & Pedro Souza & Pedro Souza, 2013. "Testing for equality of an increasing number of spectral density functions," STICERD - Econometrics Paper Series 563, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
Cited by:
- Javier Hidalgo & Jungyoon Lee, 2014. "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series 576, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-URE: Urban and Real Estate Economics (5) 2016-10-23 2018-03-26 2018-04-02 2018-04-23 2018-07-23. Author is listed
- NEP-ECM: Econometrics (4) 2015-05-30 2015-05-30 2016-10-23 2018-03-26
- NEP-SOC: Social Norms and Social Capital (4) 2018-03-26 2018-04-02 2018-04-23 2018-07-23
- NEP-DCM: Discrete Choice Models (1) 2018-04-02
- NEP-ETS: Econometric Time Series (1) 2015-05-30
- NEP-GEO: Economic Geography (1) 2015-05-30
- NEP-NET: Network Economics (1) 2018-03-26
- NEP-ORE: Operations Research (1) 2015-05-30
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