IDEAS home Printed from https://ideas.repec.org/e/pqu175.html
   My authors  Follow this author

Xi Qu

Personal Details

First Name:Xi
Middle Name:
Last Name:Qu
Suffix:
RePEc Short-ID:pqu175
[This author has chosen not to make the email address public]
https://www.acem.sjtu.edu.cn/en/faculty/quxi.html

Affiliation

Antai College of Economics and Management
Shanghai Jiao Tong University

Shanghai, China
http://www.acem.sjtu.edu.cn/
RePEc:edi:acsjtcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Arthur Lewbel & Xi Qu & Xun Tang, 2024. "Estimating Social Network Models with Link Misclassification," Boston College Working Papers in Economics 1079, Boston College Department of Economics.
  2. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.
  3. 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.
  4. Arthur Lewbel & Samuel Norris & Krishna Pendakur & Xi Qu, 2018. "Consumption Peer Effects and Utility Needs in India," Boston College Working Papers in Economics 958, Boston College Department of Economics, revised 15 Sep 2021.
  5. Su Liangjun & Xi Qu, 2015. "Specification Test for Spatial Autoregressive Models," Working Papers 10-2015, Singapore Management University, School of Economics.

Articles

  1. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
  2. Yufei Liu & Xi Qu & Wei Wang & Xiaokun Chang, 2020. "Does Population Aging Hinder the Accumulation of Human Capital? Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(2), pages 257-281, June.
  3. Guo, Juncong & Qu, Xi, 2020. "Fixed effects spatial panel data models with time-varying spatial dependence," Economics Letters, Elsevier, vol. 196(C).
  4. Zhao, Chuanmin & Qu, Xi & Luo, Shougui, 2019. "Impact of the InnoCom program on corporate innovation performance in China: Evidence from Shanghai," Technological Forecasting and Social Change, Elsevier, vol. 146(C), pages 103-118.
  5. Guo, Juncong & Qu, Xi, 2019. "Spatial interactive effects on housing prices in Shanghai and Beijing," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 147-160.
  6. Yang, Chao & Lee, Lung-fei & Qu, Xi, 2018. "Tobit models with social interactions: Complete vs incomplete information," Regional Science and Urban Economics, Elsevier, vol. 73(C), pages 30-50.
  7. Qu, Xi & Lee, Lung-fei & Yu, Jihai, 2017. "QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices," Journal of Econometrics, Elsevier, vol. 197(2), pages 173-201.
  8. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
  9. Xi Qu & Xiaoliang Wang & Lung‐fei Lee, 2016. "Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 261-290, October.
  10. Qu, Xi & Lee, Lung-fei, 2015. "Estimating a spatial autoregressive model with an endogenous spatial weight matrix," Journal of Econometrics, Elsevier, vol. 184(2), pages 209-232.
  11. Qu, Xi & Lee, Lung-fei, 2013. "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 307-321.
  12. Qu, Xi & Lee, Lung-fei, 2012. "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 430-445.
  13. Qu, Xi & de Jong, Robert, 2012. "Sums Of Exponentials Of Random Walks With Drift," Econometric Theory, Cambridge University Press, vol. 28(4), pages 915-924, August.

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

  1. 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.

    Cited by:

    1. Arthur Lewbel & Xi Qu & Xun Tang, 2024. "Ignoring measurement errors in social networks," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages 171-187.
    2. 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.
    3. Yi Cao & Tao Zhou & Jian Gao, 2024. "Heterogeneous peer effects of college roommates on academic performance," Nature Communications, Nature, vol. 15(1), pages 1-11, December.
    4. Promit K. Chaudhuri & Matthew O. Jackson & Sudipta Sarangi & Hector Tzavellas, 2023. "Games Under Network Uncertainty," Papers 2305.03124, arXiv.org, revised Dec 2024.
    5. Federico Martellosio, 2020. "Non-Identifiability in Network Autoregressions," Papers 2011.11084, arXiv.org, revised Jun 2022.

  2. Arthur Lewbel & Samuel Norris & Krishna Pendakur & Xi Qu, 2018. "Consumption Peer Effects and Utility Needs in India," Boston College Working Papers in Economics 958, Boston College Department of Economics, revised 15 Sep 2021.

    Cited by:

    1. Cheti Nicoletti & Kjell G. Salvanes & Emma Tominey, 2020. "Mothers working during preschool years and child skills. Does income compensate?," CHILD Working Papers Series 76 JEL Classification: I2, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
    2. Kourtellos, Andros & Petrou, Kyriakos, 2022. "The role of social interactions in preferences for redistribution," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 716-737.
    3. Bramoullé, Y. & Ghiglino, C., 2024. "Status Consumption in Networks: A Reference Dependent Approach," Cambridge Working Papers in Economics 2414, Faculty of Economics, University of Cambridge.
    4. Taniya Ghosh & Abhishek Gorsi, 2024. "Inflation expectations and keeping up with the Joneses," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2024-018, Indira Gandhi Institute of Development Research, Mumbai, India.
    5. Mitra, Aruni & Mukherji, Ronit, 2024. "Class, Caste and Conspicuous Consumption in India," MPRA Paper 121824, University Library of Munich, Germany.
    6. Mingdi Wang & Biao Luo, 2024. "Research Progress of Peer Effects in Consumption Based on CiteSpace Analysis," Sustainability, MDPI, vol. 16(15), pages 1-22, July.

Articles

  1. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.

    Cited by:

    1. Ahmad, Mahyudin & Siong Hook, Law, 2022. "Financial development, institutions, and economic growth nexus: A spatial econometrics analysis using geographical and institutional proximities," MPRA Paper 114471, University Library of Munich, Germany.
    2. HAMAGUCHI Nobuaki & KONDO Keisuke, 2022. "Spatial Gaps in Minimum Wages and Job Search of Young Workers," Discussion papers 22022, Research Institute of Economy, Trade and Industry (RIETI).
    3. Levent Kutlu, 2022. "Spatial stochastic frontier model with endogenous weighting matrix," Empirical Economics, Springer, vol. 63(4), pages 1947-1968, October.
    4. Maria Lucia Parrella & Giuseppina Albano & Cira Perna & Michele La Rocca, 2021. "Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets," Computational Statistics, Springer, vol. 36(4), pages 2917-2938, December.
    5. Marko Mlikota, 2022. "Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications," Papers 2211.13610, arXiv.org, revised Sep 2024.
    6. Huijuan Xiao & Sheng Bao & Jingzheng Ren & Zhenci Xu & Song Xue & Jianguo Liu, 2024. "Global transboundary synergies and trade-offs among Sustainable Development Goals from an integrated sustainability perspective," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
    7. Mahyudin Ahmad & Stephen G. Hall, 2023. "The growth effects of economic and political institutions: new evidence from spatial econometrics analysis using historical-based institutional matrix," Economic Change and Restructuring, Springer, vol. 56(2), pages 749-780, April.
    8. Rezgar FEIZI & Sahar AMIDI & Thais NUNEZ-ROCHA & Isabelle RABAUD, 2022. "Carbon Tax and Emissions Transfer: a Spatial Analysis," LEO Working Papers / DR LEO 2965, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    9. Mohamad Adfar & Patta Tope & Muchtar Lutfi, 2022. "Analysis of Resource Ownership of Small Medium Industry and Their Effect on Natural Disaster Preparedness in the Beach Area (Study on SMEs Food Industry Branch)," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 6(02), pages 146-156, February.
    10. Chen, Na & Jin, Xiu, 2023. "Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).

  2. Yufei Liu & Xi Qu & Wei Wang & Xiaokun Chang, 2020. "Does Population Aging Hinder the Accumulation of Human Capital? Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(2), pages 257-281, June.

    Cited by:

    1. Qiling Lu & Jing Hua, 2023. "Micro-Household Human Capital Investment Decisions and a Simulation Study from the Intergenerational Conflict Perspective," IJERPH, MDPI, vol. 20(3), pages 1-21, January.

  3. Guo, Juncong & Qu, Xi, 2020. "Fixed effects spatial panel data models with time-varying spatial dependence," Economics Letters, Elsevier, vol. 196(C).

    Cited by:

    1. Wei, Lili & Zhang, Chunli & Su, Jen-Je & Yang, Lixiong, 2021. "Panel threshold spatial Durbin models with individual fixed effects," Economics Letters, Elsevier, vol. 201(C).

  4. Zhao, Chuanmin & Qu, Xi & Luo, Shougui, 2019. "Impact of the InnoCom program on corporate innovation performance in China: Evidence from Shanghai," Technological Forecasting and Social Change, Elsevier, vol. 146(C), pages 103-118.

    Cited by:

    1. Zhang, Dongyang & Guo, Rui & He, Xiaodan, 2022. "How does the exclusive license stimulate firm’s subsequent innovation? The role of innovation financial input," Research in International Business and Finance, Elsevier, vol. 60(C).
    2. Zhao, Zhiqi & Yue, Yong & Wang, Wangshuai, 2024. "Unintended consequences of tax incentives on firms' human capital composition: Evidence from China," China Economic Review, Elsevier, vol. 84(C).
    3. Maoyan She & Die Hu & Yuandi Wang & Li Li, 2023. "How do top management team characteristics affect government R&D subsidy grants? Evidence from an information economics perspective," Asian Business & Management, Palgrave Macmillan, vol. 22(1), pages 330-353, February.

  5. Guo, Juncong & Qu, Xi, 2019. "Spatial interactive effects on housing prices in Shanghai and Beijing," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 147-160.

    Cited by:

    1. Gabriel S. Lee & Stefanie Braun, 2021. "Agglomeration Spillover Effects in German Land and House Prices at the City and County Levels," Working Papers 207, Bavarian Graduate Program in Economics (BGPE).
    2. Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2021. "Time-varying inter-urban housing price spillovers in China: Causes and consequences," Journal of Asian Economics, Elsevier, vol. 77(C).
    3. Yang, Zhenbing & Chen, Zhuo & Shao, Shuai & Yang, Lili, 2022. "Can housing price regulation improve R&D performance in universities? Evidence from China," Socio-Economic Planning Sciences, Elsevier, vol. 82(PA).
    4. Ling Li & Fangzhou Xia, 2023. "City subcenter as a regional development policy: Impact on the property market," Journal of Regional Science, Wiley Blackwell, vol. 63(3), pages 643-673, June.
    5. Ling Li & Wayne Xinwei Wan & Shenjing He, 2021. "The Heightened ‘Security Zone’ Function of Gated Communities during the COVID-19 Pandemic and the Changing Housing Market Dynamic: Evidence from Beijing, China," Land, MDPI, vol. 10(9), pages 1-21, September.
    6. Lulin Xu & Zhongwu Li, 2021. "A New Appraisal Model of Second-Hand Housing Prices in China’s First-Tier Cities Based on Machine Learning Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 617-637, February.
    7. Jie Chen & Yu Chen & Robert J. Hill & Pei Hu, 2020. "The User Cost of Housing and the Price-Rent Ratio in Shanghai," Graz Economics Papers 2020-19, University of Graz, Department of Economics.
    8. Yunlong Gong & Jan de Haan & Peter Boelhouwer, 2020. "Cross‐city spillovers in Chinese housing markets: From a city network perspective," Papers in Regional Science, Wiley Blackwell, vol. 99(4), pages 1065-1085, August.
    9. Sisman, S. & Aydinoglu, A.C., 2022. "A modelling approach with geographically weighted regression methods for determining geographic variation and influencing factors in housing price: A case in Istanbul," Land Use Policy, Elsevier, vol. 119(C).
    10. Fan, Ying & Fu, Yuqi & Yang, Zan & Chen, Ming, 2023. "Search Frictions in Rental Markets: Evidence from Urban China," Working Paper Series 23/11, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    11. Fan, Ying & Fu, Yuqi & Yang, Zan & Chen, Ming, 2024. "Search frictions in rental markets: Evidence from urban China," China Economic Review, Elsevier, vol. 83(C).
    12. Fan, Ying & Fu, Yuqi & Yang, Zan, 2024. "Door-in-the-face heuristics: Intermediaries’ diversion in rental markets," Working Paper Series 24/2, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.

  6. Yang, Chao & Lee, Lung-fei & Qu, Xi, 2018. "Tobit models with social interactions: Complete vs incomplete information," Regional Science and Urban Economics, Elsevier, vol. 73(C), pages 30-50.

    Cited by:

    1. Xuanzhi Yang & Zhaofang Zhang & Wei Luo & Zhen Tang & Xin Gao & Zhongchi Wan & Xin Zhang, 2019. "The Impact of Government Role on High-Quality Innovation Development in Mainland China," Sustainability, MDPI, vol. 11(20), pages 1-19, October.

  7. Qu, Xi & Lee, Lung-fei & Yu, Jihai, 2017. "QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices," Journal of Econometrics, Elsevier, vol. 197(2), pages 173-201.

    Cited by:

    1. Pouliot, Guillaume Allaire, 2023. "Spatial econometrics for misaligned data," Journal of Econometrics, Elsevier, vol. 232(1), pages 168-190.
    2. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
    3. Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-33, January.
    4. Jie Liu & Chao Bi, 2019. "Effects of Higher Education Levels on Total Factor Productivity Growth," Sustainability, MDPI, vol. 11(6), pages 1-12, March.
    5. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
    6. Lee, Jiyon, 2018. "A spatial latent class model," Economics Letters, Elsevier, vol. 162(C), pages 62-68.
    7. Giuseppe Arbia & Anil K. Bera & Osman Doğan & Süleyman Taşpınar, 2020. "Testing Impact Measures in Spatial Autoregressive Models," International Regional Science Review, , vol. 43(1-2), pages 40-75, January.
    8. Sophie Béreau & Nicolas Debarsy & Cyrille Dossougoin & Jean-Yves Gnabo, 2022. "Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis," Working Papers halshs-03513049, HAL.
    9. Danqing Chen & Jianbao Chen & Shuangshuang Li, 2021. "Instrumental Variable Quantile Regression of Spatial Dynamic Durbin Panel Data Model with Fixed Effects," Mathematics, MDPI, vol. 9(24), pages 1-24, December.
    10. Li, Jianan & Han, Xiaoyi, 2019. "Bayesian Lassos for spatial durbin error model with smoothness prior: Application to detect spillovers of China's treaty ports," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 38-74.
    11. Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada [Fundamentals of Applied Spatial Econometrics]," MPRA Paper 80871, University Library of Munich, Germany.
    12. Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
    13. Jeong, Hanbat & Lee, Lung-fei, 2021. "Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
    14. Guido M. Kuersteiner & Ingmar R. Prucha, 2020. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
    15. Kong, Wei & Yang, Kai, 2021. "Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix," Economics Letters, Elsevier, vol. 208(C).
    16. Huijuan Xiao & Sheng Bao & Jingzheng Ren & Zhenci Xu & Song Xue & Jianguo Liu, 2024. "Global transboundary synergies and trade-offs among Sustainable Development Goals from an integrated sustainability perspective," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
    17. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 64(3), pages 1281-1314, March.
    18. Guillaume Allaire Pouliot, 2022. "Spatial Econometrics for Misaligned Data," Papers 2207.04082, arXiv.org.
    19. Dai, Lu & Zhang, Jiajun & Luo, Shougui, 2022. "Effective R&D capital and total factor productivity: Evidence using spatial panel data models," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
    20. Ma, Yingying & Guo, Shaojun & Wang, Hansheng, 2023. "Sparse spatio-temporal autoregressions by profiling and bagging," Journal of Econometrics, Elsevier, vol. 232(1), pages 132-147.
    21. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
    22. Xiaoling Wang & Hongling Yu & Peng Lv & Cheng Wang & Jun Zhang & Jia Yu, 2019. "Seepage Safety Assessment of Concrete Gravity Dam Based on Matter-Element Extension Model and FDA," Energies, MDPI, vol. 12(3), pages 1-21, February.

  8. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.

    Cited by:

    1. Sun, Yiguo & Malikov, Emir, 2018. "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 203(2), pages 359-378.
    2. Liu, Li & Bu, Ruijun & Pan, Zhiyuan & Xu, Yuhua, 2019. "Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test," Economic Modelling, Elsevier, vol. 81(C), pages 124-135.
    3. Gao, Min & Yang, Wenzhi & Wu, Shipeng & Yu, Wei, 2022. "Asymptotic normality of residual density estimator in stationary and explosive autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
    4. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
    5. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
    6. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.

  9. Xi Qu & Xiaoliang Wang & Lung‐fei Lee, 2016. "Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 261-290, October.

    Cited by:

    1. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
    2. Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-33, January.
    3. Lee, Jiyon, 2018. "A spatial latent class model," Economics Letters, Elsevier, vol. 162(C), pages 62-68.
    4. Sophie Béreau & Nicolas Debarsy & Cyrille Dossougoin & Jean-Yves Gnabo, 2022. "Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis," Working Papers halshs-03513049, HAL.
    5. Massimiliano Cerciello, 2021. "Spatial patterns in food waste at the local level. A preliminary analysis for Italian data," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(1), pages 83-101, February.
    6. T. M. Tonmoy Islam, 2020. "The impact of population agglomeration of an area on its neighbors: evidence from the USA," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(1), pages 1-26, August.
    7. Sebastian Langer, 2019. "Expenditure interactions between municipalities and the role of agglomeration forces: a spatial analysis for North Rhine-Westphalia," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(3), pages 497-527, June.
    8. Li, Liyao & Yang, Zhenlin, 2021. "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, vol. 221(2), pages 424-454.
    9. Huijuan Xiao & Sheng Bao & Jingzheng Ren & Zhenci Xu & Song Xue & Jianguo Liu, 2024. "Global transboundary synergies and trade-offs among Sustainable Development Goals from an integrated sustainability perspective," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
    10. Chen, Xin & Xuan, Chao & Qiu, Rui, 2021. "Understanding spatial spillover effects of airports on economic development: New evidence from China’s hub airports," Transportation Research Part A: Policy and Practice, Elsevier, vol. 143(C), pages 48-60.
    11. Ioannis Skevas, 2023. "A novel modeling framework for quantifying spatial spillovers on total factor productivity growth and its components," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(4), pages 1221-1247, August.
    12. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.

  10. Qu, Xi & Lee, Lung-fei, 2015. "Estimating a spatial autoregressive model with an endogenous spatial weight matrix," Journal of Econometrics, Elsevier, vol. 184(2), pages 209-232.

    Cited by:

    1. Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: a Survey," AMSE Working Papers 1936, Aix-Marseille School of Economics, France.
    2. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
    3. Patacchini, Eleonora & Bisin, Alberto, 2019. "Dynamic Social Interactions and Health Risk Behavior," CEPR Discussion Papers 13918, C.E.P.R. Discussion Papers.
    4. Vincent Boucher, 2014. "Conformism and Self-Selection in Social Networks," Cahiers de recherche 1424, CIRPEE.
    5. HAMAGUCHI Nobuaki & KONDO Keisuke, 2022. "Spatial Gaps in Minimum Wages and Job Search of Young Workers," Discussion papers 22022, Research Institute of Economy, Trade and Industry (RIETI).
    6. Koranteng, Barbara & You, Kefei, 2024. "Fintech and financial stability: Evidence from spatial analysis for 25 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
    7. Dubey, Subodh & Sharma, Ishant & Mishra, Sabyasachee & Cats, Oded & Bansal, Prateek, 2022. "A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles," Transportation Research Part B: Methodological, Elsevier, vol. 165(C), pages 63-95.
    8. Lopera, Maria Adelaida & Marchand, Steeve, 2018. "Peer effects and risk-taking among entrepreneurs: Lab-in-the-field evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 182-201.
    9. Marcos-Martinez, Raymundo & Measham, Thomas G. & Fleming-Muñoz, David A., 2019. "Economic impacts of early unconventional gas mining: Lessons from the coal seam gas industry in New South Wales, Australia," Energy Policy, Elsevier, vol. 125(C), pages 338-346.
    10. Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM 8a4b2e5d-6787-4685-8b9e-1, Tilburg University, School of Economics and Management.
    11. Hoshino, Tadao, 2022. "Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect," Journal of Econometrics, Elsevier, vol. 229(2), pages 263-275.
    12. Vincent Boucher & Finagnon A. Dedewanou & Arnaud Dufays, 2018. "Peer-Induced Beliefs Regarding College Participation," Cahiers de recherche 1817, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    13. Áureo de Paula, 2015. "Econometrics of network models," CeMMAP working papers 52/15, Institute for Fiscal Studies.
    14. Huyugüzel Kışla, Gül & Özlem Önder, A., 2018. "Spatial analysis of sovereign risks: The case of emerging markets," Finance Research Letters, Elsevier, vol. 26(C), pages 47-55.
    15. Xiaowen Dai & Shidan Huang & Libin Jin & Maozai Tian, 2023. "Wild Bootstrap-Based Bias Correction for Spatial Quantile Panel Data Models with Varying Coefficients," Mathematics, MDPI, vol. 11(9), pages 1-16, April.
    16. 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.
    17. Nicolas Debarsy & James Lesage, 2018. "Flexible dependence modeling using convex combinations of different types of connectivity structures," Post-Print halshs-03319303, HAL.
    18. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
    19. Debarsy, Nicolas & Yang, Zhenlin, 2018. "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 1-5.
    20. Glass, Anthony J. & Kenjegaliev, Amangeldi & Kenjegalieva, Karligash, 2020. "Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes," European Journal of Operational Research, Elsevier, vol. 284(2), pages 693-711.
    21. Giuseppe Arbia & Anil K. Bera & Osman Doğan & Süleyman Taşpınar, 2020. "Testing Impact Measures in Spatial Autoregressive Models," International Regional Science Review, , vol. 43(1-2), pages 40-75, January.
    22. Glass, Anthony J. & Kenjegalieva, Karligash & Douch, Mustapha, 2020. "Uncovering spatial productivity centers using asymmetric bidirectional spillovers," European Journal of Operational Research, Elsevier, vol. 285(2), pages 767-788.
    23. Ana Angulo & Peter Burridge & Jes�s Mur, 2017. "Testing for breaks in the weighting matrix," Documentos de Trabajo dt2017-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    24. Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
    25. Sun, Yiguo, 2016. "Functional-coefficient spatial autoregressive models with nonparametric spatial weights," Journal of Econometrics, Elsevier, vol. 195(1), pages 134-153.
    26. Borsky, Stefan & Kalkschmied, Katja, 2019. "Corruption in space: A closer look at the world's subnations," European Journal of Political Economy, Elsevier, vol. 59(C), pages 400-422.
    27. Adriana Lleras-Muney & Matthew Miller & Shuyang Sheng & Veronica T. Sovero, 2020. "Party On: The Labor Market Returns to Social Networks in Adolescence," NBER Working Papers 27337, National Bureau of Economic Research, Inc.
    28. Kong, Wei & Yang, Kai, 2021. "Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix," Economics Letters, Elsevier, vol. 208(C).
    29. Liu, Xiaodong & Prucha, Ingmar R., 2018. "A robust test for network generated dependence," Journal of Econometrics, Elsevier, vol. 207(1), pages 92-113.
    30. Wang, Wei & Lee, Lung-Fei & Bao, Yan, 2018. "GMM estimation of the spatial autoregressive model in a system of interrelated networks," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 167-198.
    31. Krisztin, Tamás, 2018. "Semi-parametric spatial autoregressive models in freight generation modeling," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 114(C), pages 121-143.
    32. Braun, Martin & Verdier, Valentin, 2023. "Estimation of spillover effects with matched data or longitudinal network data," Journal of Econometrics, Elsevier, vol. 233(2), pages 689-714.
    33. Shi, Wei & Lee, Lung-fei, 2018. "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 6-34.
    34. Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
    35. Diemer, Andreas, 2022. "Endogenous peer effects in diverse friendship networks: Evidence from Swedish classrooms," Economics of Education Review, Elsevier, vol. 89(C).
    36. Qin, Quande & Yu, Ying & Liu, Yuan & Zhou, Jianqing & Chen, Xiude, 2023. "Industrial agglomeration and energy efficiency: A new perspective from market integration," Energy Policy, Elsevier, vol. 183(C).
    37. Subodh Dubey & Ishant Sharma & Sabyasachee Mishra & Oded Cats & Prateek Bansal, 2021. "A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles," Papers 2109.06169, arXiv.org.
    38. Lina Zhang, 2020. "Spillovers of Program Benefits with Missing Network Links," Papers 2009.09614, arXiv.org, revised Aug 2024.
    39. Heil, Thomas L.A. & Peter, Franziska J. & Prange, Philipp, 2022. "Measuring 25 years of global equity market co-movement using a time-varying spatial model," Journal of International Money and Finance, Elsevier, vol. 128(C).
    40. Desbordes, Rodolphe, 2021. "Spatial dynamics of major infectious diseases outbreaks: A global empirical assessment," Journal of Mathematical Economics, Elsevier, vol. 93(C).
    41. Zhao, Jun & Jiang, Qingzhe & Dong, Xiucheng & Dong, Kangyin & Jiang, Hongdian, 2022. "How does industrial structure adjustment reduce CO2 emissions? Spatial and mediation effects analysis for China," Energy Economics, Elsevier, vol. 105(C).
    42. Cheng, Wei & Lee, Lung-fei, 2017. "Testing endogeneity of spatial and social networks," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 81-97.
    43. Qu, Xi & Lee, Lung-fei & Yu, Jihai, 2017. "QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices," Journal of Econometrics, Elsevier, vol. 197(2), pages 173-201.
    44. Solmaria Halleck Vega & J. Paul Elhorst, 2015. "The Slx Model," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 339-363, June.
    45. Dai, Lu & Zhang, Jiajun & Luo, Shougui, 2022. "Effective R&D capital and total factor productivity: Evidence using spatial panel data models," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
    46. Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
    47. Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
    48. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
    49. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
    50. Glass, Anthony J. & Kenjegalieva, Karligash, 2019. "A spatial productivity index in the presence of efficiency spillovers: Evidence for U.S. banks, 1992–2015," European Journal of Operational Research, Elsevier, vol. 273(3), pages 1165-1179.
    51. Chen, Na & Jin, Xiu, 2023. "Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).

  11. Qu, Xi & Lee, Lung-fei, 2013. "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 307-321.

    Cited by:

    1. Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-33, January.
    2. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    3. Kim, Changjoo & Parent, Olivier, 2016. "Modeling individual travel behaviors based on intra-household interactions," Regional Science and Urban Economics, Elsevier, vol. 57(C), pages 1-11.
    4. Wan, Qunchao & Chen, Jin & Yao, Zhu & Yuan, Ling, 2022. "Preferential tax policy and R&D personnel flow for technological innovation efficiency of China's high-tech industry in an emerging economy," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
    5. Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
    6. Xu, Xingbai & Lee, Lung-fei, 2015. "A spatial autoregressive model with a nonlinear transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 186(1), pages 1-18.
    7. Anna Gloria Billé & Samantha Leorato, 2017. "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series BEMPS44, Faculty of Economics and Management at the Free University of Bozen.
    8. Hsieh, Chih-Sheng & Lin, Xu, 2017. "Gender and racial peer effects with endogenous network formation," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 135-147.
    9. Xu, Xingbai & Lee, Lung-fei, 2018. "Sieve maximum likelihood estimation of the spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 203(1), pages 96-112.
    10. Wei Cheng, 2022. "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-23, December.
    11. Cheng, Wei & Lee, Lung-fei, 2017. "Testing endogeneity of spatial and social networks," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 81-97.
    12. Ievoli Corrado & Basile Roberto Giovanni & Belliggiano Angelo, 2017. "The Spatial Patterns of Dairy Farming In Molise," European Countryside, Sciendo, vol. 9(4), pages 729-745, December.
    13. Helen Naughton & Pehr-Johan Norbäck & Ayça Tekin-Koru, 2016. "Aggregation Issues of Foreign Direct Investment Estimation in an Interdependent World," The World Economy, Wiley Blackwell, vol. 39(12), pages 2046-2073, December.
    14. Yang, Chao & Lee, Lung-fei & Qu, Xi, 2018. "Tobit models with social interactions: Complete vs incomplete information," Regional Science and Urban Economics, Elsevier, vol. 73(C), pages 30-50.
    15. Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.

  12. Qu, Xi & Lee, Lung-fei, 2012. "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 430-445.

    Cited by:

    1. He, Ming & Lin, Kuan-Pin, 2013. "Locally adjusted LM test for spatial dependence in fixed effects panel data models," Economics Letters, Elsevier, vol. 121(1), pages 59-63.
    2. Heijnen, P. & Samarina, A.. & Jacobs, J.P.A.M. & Elhorst, J.P., 2013. "State transfers at different moments in time," Research Report 13006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    3. Ying Han & Baoling Jin & Xiaoyuan Qi & Huasen Zhou, 2021. "Influential Factors and Spatiotemporal Characteristics of Carbon Intensity on Industrial Sectors in China," IJERPH, MDPI, vol. 18(6), pages 1-18, March.
    4. Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM 8a4b2e5d-6787-4685-8b9e-1, Tilburg University, School of Economics and Management.
    5. Ming He & Kuan-Pin Lin, 2015. "Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables," Econometrics, MDPI, vol. 3(4), pages 1-36, November.
    6. Qu, Xi & Lee, Lung-fei, 2013. "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 307-321.
    7. T. Arduini, 2016. "Distribution Free Estimation of Spatial Autoregressive Binary Choice Panel Data Models," Working Papers wp1052, Dipartimento Scienze Economiche, Universita' di Bologna.
    8. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    9. Tauisi Taupo & Harold Cuffe & Ilan Noy, 2018. "Household vulnerability on the frontline of climate change: the Pacific atoll nation of Tuvalu," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 20(4), pages 705-739, October.
    10. Qu, Xi & Lee, Lung-fei, 2015. "Estimating a spatial autoregressive model with an endogenous spatial weight matrix," Journal of Econometrics, Elsevier, vol. 184(2), pages 209-232.
    11. Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
    12. Yang, Kai & Lee, Lung-fei, 2017. "Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 196(1), pages 196-214.
    13. Claudine Desrieux & Romain Espinosa & Michael Visser, 2022. "Simultaneous Decision Making of Juries: Evidence From the Paris Labor Court," CIRED Working Papers hal-04104190, HAL.
    14. He, Ming & Lin, Kuan-Pin, 2015. "Testing spatial effects and random effects in a nested panel data model," Economics Letters, Elsevier, vol. 135(C), pages 85-91.
    15. Anna Gloria Billé & Samantha Leorato, 2017. "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series BEMPS44, Faculty of Economics and Management at the Free University of Bozen.
    16. Xu, Xingbai & Lee, Lung-fei, 2018. "Sieve maximum likelihood estimation of the spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 203(1), pages 96-112.
    17. Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
    18. Guo, Juncong & Qu, Xi, 2022. "Competition in household human capital investments: Strength, motivations and consequences," Journal of Development Economics, Elsevier, vol. 158(C).
    19. Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
    20. Lei, J., 2014. "Essays on nonlinear panel data models," Other publications TiSEM 302d1ae7-0310-43b0-b253-6, Tilburg University, School of Economics and Management.

  13. Qu, Xi & de Jong, Robert, 2012. "Sums Of Exponentials Of Random Walks With Drift," Econometric Theory, Cambridge University Press, vol. 28(4), pages 915-924, August.

    Cited by:

    1. Zadourian, Rubina & Klümper, Andreas, 2018. "Exact probability distribution function for the volatility of cumulative production," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 59-66.
    2. Rubina Zadourian, 2024. "Model-based and empirical analyses of stochastic fluctuations in economy and finance," Papers 2408.16010, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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.
  1. NEP-ECM: Econometrics (4) 2015-12-28 2020-05-25 2021-02-15 2024-09-16
  2. NEP-URE: Urban and Real Estate Economics (3) 2015-12-28 2020-05-25 2024-09-16
  3. NEP-NET: Network Economics (2) 2020-05-25 2024-09-16
  4. NEP-ETS: Econometric Time Series (1) 2015-12-28
  5. NEP-SEA: South East Asia (1) 2015-12-28
  6. NEP-SOC: Social Norms and Social Capital (1) 2020-05-25

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Xi Qu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.