Michele Aquaro

European Commission, Joint Research Centre

Via E. Fermi 2749

Ispra (VA), 21027

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

565

SSRN CITATIONS
Rank 37,245

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Top 37,245

in Total Papers Citations

4

CROSSREF CITATIONS

17

Scholarly Papers (4)

Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients

USC-INET Research Paper No. 15-17
Number of pages: 64 Posted: 27 Jun 2015
Michele Aquaro, Natalia Bailey and M. Hashem Pesaran
European Commission, Joint Research Centre, Monash University and University of Southern California - Department of Economics
Downloads 194 (191,429)
Citation 15

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Spatial panel data models, heterogeneous spatial lag coefficients, identification, quasi maximum likelihood (QML) estimators, non-Gaussian errors

Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients

CESifo Working Paper Series No. 5428
Number of pages: 64 Posted: 14 Jul 2015
Michele Aquaro, Natalia Bailey and M. Hashem Pesaran
European Commission, Joint Research Centre, Monash University and University of Southern California - Department of Economics
Downloads 32 (565,634)

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spatial panel data models, heterogeneous spatial lag, coefficients, identification, quasi maximum likelihood (QML) estimators, non-Gaussian errors

Estimation and Inference for Spatial Models with Heterogeneous Coefficients: An Application to U.S. House Prices

USC-INET Research Paper No. 19-07
Number of pages: 79 Posted: 15 Mar 2019 Last Revised: 15 Jun 2020
Michele Aquaro, Natalia Bailey and M. Hashem Pesaran
European Commission, Joint Research Centre, Monash University and University of Southern California - Department of Economics
Downloads 141 (251,871)
Citation 6

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Spatial Panel Data Models, Heterogeneous Spatial Lag Coefficients, Identification, Quasi Maximum Likelihood (QML) Estimators, Non-Gaussian Errors, House Price Changes, Metropolitan Statistical Areas

Estimation and Inference for Spatial Models with Heterogeneous Coefficients: An Application to U.S. House Prices

CESifo Working Paper No. 7542
Number of pages: 69 Posted: 18 Mar 2019
Michele Aquaro, Natalia Bailey and M. Hashem Pesaran
European Commission, Joint Research Centre, Monash University and University of Southern California - Department of Economics
Downloads 74 (390,346)

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spatial panel data models, heterogeneous spatial lag coefficients, identification, quasi maximum likelihood (QML) estimators, non-Gaussian errors, house price changes, Metropolitan Statistical Areas

3.

One-Step Robust Estimation of Fixed-Effects Panel Data Models

CentER Discussion Paper Series No. 2010-110
Number of pages: 28 Posted: 21 Oct 2010
Michele Aquaro and Pavel Cizek
European Commission, Joint Research Centre and Tilburg University - Department of Econometrics & Operations Research
Downloads 80 (369,283)
Citation 4

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breakdown point, fixed effects, panel data, robust estimation

4.

Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models

CentER Discussion Paper Series No. 2015-002
Number of pages: 39 Posted: 21 Jan 2015
Pavel Cizek and Michele Aquaro
Tilburg University - Department of Econometrics & Operations Research and European Commission, Joint Research Centre
Downloads 44 (493,388)
Citation 1

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dynamic panel data, fixed effects, generalized method of moments, influence