The DOI matches its Crossref record; 48 of the 48 references it cites were found in a registry or an index.
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
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Citations
Cites
Arellano, M., & Bond, S. (1991) · The Review of Economic Studies · doi:10.2307/2297968 · Cited by 33,272
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1998) · Journal of Econometrics · doi:10.1016/s0304-4076(98)00009-8 · Cited by 22,571
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1995) · Working Paper Series · doi:10.1920/wp.ifs.1995.9517 · Cited by 14,755
Spatial Econometrics: Methods and Models
Anselin, L. (1988) · Studies in Operational Regional Science · doi:10.1007/978-94-015-7799-1 · Cited by 9,274
Cressie, N. (1992) · Terra Nova · doi:10.1111/j.1365-3121.1992.tb00605.x · Cited by 8,823
Biases in dynamic models with fixed effects
Nickell, S. (1981) · Econometrica · doi:10.2307/1911408 · Cited by 8,735
Hsiao, C. (2014) · doi:10.1017/cbo9781139839327 · Cited by 7,869
Hsiao, C. (2022) · doi:10.1017/9781009057745 · Cited by 7,869
Rees, M., & Cressie, N. (1993) · Journal of the Royal Statistical Society. Series A (Statistics in Society) · doi:10.2307/2982871 · Cited by 5,101
Cited by
Elhorst, J. P. (2014) · SpringerBriefs in Regional Science · doi:10.1007/978-3-642-40340-8_3 · Cited by 566
Spatial Panel-data Models Using Stata
Belotti, F., Hughes, G., & Mortari, A. P. (2017) · The Stata Journal: Promoting communications on statistics and Stata · doi:10.1177/1536867x1701700109 · Cited by 426
Some recent developments in spatial panel data models
Lee, L.-F., & Yu, J. (2010) · Regional Science and Urban Economics · doi:10.1016/j.regsciurbeco.2009.09.002 · Cited by 416
Self-citationConflict, Climate, and Cells: A Disaggregated Analysis
Harari, M., & Ferrara, E. L. (2018) · The Review of Economics and Statistics · doi:10.1162/rest_a_00730 · Cited by 411
Metadata
- Authors
- Yu, J., de Jong, R., & Lee, L.-F.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2008-09
- Volume
- 146
- Issue
- 1
- Pages
- 118-134
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2154883881
- Cited by
- 593
- References
- 48
- FWCI
- 40.19
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large. https://app.cochat.ai/papers/10.1016/j.jeconom.2008.08.002
- The paper
- Yu, J., de Jong, R., & Lee, L.-F. (2008). Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2008.08.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
