Publications
“Identification and QML Estimation of Multivariate and Simultaneous Spatial Autoregressive Models” (with L.F. Lee), Journal of Econometrics, 2017, 196(1), pp 196-214
Working Papers
“Estimation of Dynamic Panel Spatial Vector Autoregression: Stability, Spatial Cointegration and Explosion,” (with L.F. Lee), submitted
“Nonlinear Multivariate Spatial Autoregressive Models with Application in Shares Data” (with L.F. Lee)
“Identification and QML Estimation of Multivariate and Simultaneous Spatial Autoregressive Models” (with L.F. Lee), Journal of Econometrics, 2017, 196(1), pp 196-214
Working Papers
“Estimation of Dynamic Panel Spatial Vector Autoregression: Stability, Spatial Cointegration and Explosion,” (with L.F. Lee), submitted
“Nonlinear Multivariate Spatial Autoregressive Models with Application in Shares Data” (with L.F. Lee)