Non-Identifiability in Network Autoregressions
Econometrics in the Arena 2019
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
70+ "Martellosio" profiles | LinkedIn
Econometric Theory: Volume 28 - Issue 6 | Cambridge Core
School of Economics staff | University of Surrey
How to interpret the diagnostic test results when accounting for spatial autocorrelation? | ResearchGate
Maths for Economics by Renshaw, Geoff - Amazon.ae
![PDF] Adjusted QMLE for the spatial autoregressive parameter | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/a2fa9e45ace8a9844635a739b481ec217b672761/24-Table3-1.png "PDF] Adjusted QMLE for the spatial autoregressive parameter | Semantic Scholar")
PDF] Adjusted QMLE for the spatial autoregressive parameter | Semantic Scholar
POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION
Spatial circular matrices, with applications | Institute for Fiscal Studies
70+ "Martellosio" profiles | LinkedIn
School of Economics staff | University of Surrey
Federico Martellosio - Personal Trainer - AR Personal Training Studio | LinkedIn
Designati gli arbitri di Tezenis - Bologna - Tezenis Scaligera Basket
Dr Federico Martellosio | University of Surrey
Properties of the maximum likelihood estimator in spatial autoregressive models
Testing for Spatial Autocorrelation: the Regressors that Make the Power Disappear
JoE | Journal of Econometrics | Annals Issue: Econometric Estimation and Testing: Essays in Honour of Maxwell King | ScienceDirect.com by Elsevier
