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Bayesian inference for dynamic spatial quantile models with interactive effects
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Shrinkage estimation of dynamic panel data models with interactive fixed effects
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Spatial dynamic panel data models with interactive fixed effects
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Fixed-effects dynamic spatial panel data models and impulse response analysis
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Dynamic spatial panel data models with common shocks
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Estimating spatial spillover in housing construction with nonstationary panel data
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Estimation of simultaneous systems of spatially interrelated cross sectional equations
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Gibbs sampling methods for Bayesian quantile regression
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Bayesian Variable Selection in Linear Regression
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Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures
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Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
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Store sales evaluation and prediction using spatial panel data models of sales components
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Reversible Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination
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Spatial Price Competition: A Semiparametric Approach
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Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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Forecasting Using Principal Components From a Large Number of Predictors
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Determining the Number of Factors in the General Dynamic Factor Model
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Bayesian Spatial Quantile Regression
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Theory and methods of panel data models with interactive effects
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Posterior consistency of Dirichlet mixtures in density estimation
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The consistency of posterior distributions in nonparametric problems
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Spatial Panel Data Models with Common Shocks
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Identification of Endogenous Social Effects: The Reflection Problem
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Panel Data Models With Interactive Fixed Effects
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Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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