Details about Nicolas Debarsy

Access statistics for papers by Nicolas Debarsy.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pde438

Working Papers

2024

1. Efficient estimation of regression models with spillovers: flexible parametric and semi-parametric approaches
   Economics Virtual Symposium 2024, Stata Users Group
2. Semiparametrically Efficient Estimation of Regression Models with Spillovers
   Working Papers, HAL
3. The empirical content of spatial spillovers: Identification issues
   Working Papers, HAL

2022

4. Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices
   Post-Print, HAL View citations (2)
   See also Journal Article Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (8) (2022)
5. Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis
   Working Papers, HAL View citations (1)
6. Identification, causality and spatial econometrics
   Post-Print, HAL
   Also in Post-Print, HAL (2022)
   Post-Print, HAL (2022)

2019

7. Interaction matrix selection in spatial econometrics with an application to growth theory
   Post-Print, HAL
   Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2016) View citations (2)
8. Using Convex Combinations of Spatial Weights in Spatial Autoregressive Models
   Post-Print, HAL View citations (1)

2018

9. Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter
   Post-Print, HAL View citations (4)
10. Flexible dependence modeling using convex combinations of different types of connectivity structures
    Post-Print, HAL View citations (15)
    See also Journal Article Flexible dependence modeling using convex combinations of different types of connectivity structures, Regional Science and Urban Economics, Elsevier (2018) View citations (26) (2018)
11. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach
    Post-Print, HAL View citations (22)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2016) View citations (5)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2016) View citations (1)
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018) View citations (32)
    See also Journal Article Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (32) (2018)

2017

12. Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition
    Post-Print, HAL View citations (9)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2016) View citations (1)
    See also Journal Article Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition, Journal of International Money and Finance, Elsevier (2017) View citations (9) (2017)
13. Understanding Interactions in Complex Systems: toward a Science of Interactions
    Post-Print, HAL View citations (2)

2016

14. Interactions in Complex Systems
    Working Papers, HAL

2015

15. Large sample properties of the matrix exponential spatial specification with an application to FDI
    Post-Print, HAL View citations (18)
    Also in Working Papers, HAL (2014)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2014)
    See also Journal Article Large sample properties of the matrix exponential spatial specification with an application to FDI, Journal of Econometrics, Elsevier (2015) View citations (18) (2015)

2013

16. Large Sample Properties of the Matrix Exponential Spatial Specification with an Application to FDI (annulé et remplacé par le DR LEO 2014-05)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

2012

17. Interpreting Dynamic Space-Time Panel Data Models
    Post-Print, HAL View citations (107)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) View citations (1)

2011

18. Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata
    Working Papers, University of Namur, Department of Economics View citations (2)
    See also Journal Article Robinson's square root of N consistent semiparametric regression estimator in Stata, Stata Journal, StataCorp LP (2012) View citations (47) (2012)

2010

19. Estimating Nonlinearities in Spatial Autoregressive Models
    Working Papers, HAL
    Also in Working Papers, University of Namur, Department of Economics (2010)
20. Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model
    Post-Print, HAL View citations (97)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2009) View citations (5)
    See also Journal Article Testing for spatial autocorrelation in a fixed effects panel data model, Regional Science and Urban Economics, Elsevier (2010) View citations (106) (2010)

2008

21. What do we know about spatial entry?
    Jena Economics Research Papers, Friedrich-Schiller-University Jena

2006

22. The European Enlargement Process and Regional Convergence Revisited: Spatial Effects Still Matter
    ERSA conference papers, European Regional Science Association View citations (5)

Journal Articles

2022

1. Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices
   Journal of Business & Economic Statistics, 2022, 40, (2), 547-558 View citations (8)
   See also Working Paper Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices, Post-Print (2022) View citations (2) (2022)

2019

2. Interaction matrix selection in spatial autoregressive models with an application to growth theory
   Regional Science and Urban Economics, 2019, 75, (C), 49-69 View citations (3)

2018

3. Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter
   Regional Science and Urban Economics, 2018, 72, (C), 1-5 View citations (4)
4. Flexible dependence modeling using convex combinations of different types of connectivity structures
   Regional Science and Urban Economics, 2018, 69, (C), 48-68 View citations (26)
   See also Working Paper Flexible dependence modeling using convex combinations of different types of connectivity structures, Post-Print (2018) View citations (15) (2018)
5. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach
   Journal of Economic Dynamics and Control, 2018, 87, (C), 21-45 View citations (32)
   See also Working Paper Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach, Post-Print (2018) View citations (22) (2018)

2017

6. Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition
   Journal of International Money and Finance, 2017, 76, (C), 68-87 View citations (9)
   See also Working Paper Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition, Post-Print (2017) View citations (9) (2017)

2015

7. Large sample properties of the matrix exponential spatial specification with an application to FDI
   Journal of Econometrics, 2015, 188, (1), 1-21 View citations (18)
   See also Working Paper Large sample properties of the matrix exponential spatial specification with an application to FDI, Post-Print (2015) View citations (18) (2015)

2012

8. Robinson's square root of N consistent semiparametric regression estimator in Stata
   Stata Journal, 2012, 12, (4), 726-735 View citations (47)
   See also Working Paper Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata, Working Papers (2011) View citations (2) (2011)
9. The Mundlak Approach in the Spatial Durbin Panel Data Model
   Spatial Economic Analysis, 2012, 7, (1), 109-131 View citations (27)

2010

10. Testing for spatial autocorrelation in a fixed effects panel data model
    Regional Science and Urban Economics, 2010, 40, (6), 453-470 View citations (106)
    See also Working Paper Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model, Post-Print (2010) View citations (97) (2010)

Software Items

2021

1. SEMIPAR: Stata module to compute Robinson's (1988) semiparametric regression estimator
   Statistical Software Components, Boston College Department of Economics View citations (2)