Details about Jihai Yu

Access statistics for papers by Jihai Yu.

Last updated 2021-03-29. Update your information in the RePEc Author Service.

Short-id: pyu126

Journal Articles

2020

1. First difference estimation of spatial dynamic panel data models with fixed effects
   Economics Letters, 2020, 189, (C) View citations (2)
2. Initial conditions of dynamic panel data models: on within and between equations
   The Econometrics Journal, 2020, 23, (1), 115-136 View citations (3)
3. Raising the bar (15)
   Spatial Economic Analysis, 2020, 15, (2), 115-119
4. Raising the bar (16)
   Spatial Economic Analysis, 2020, 15, (4), 353-358

2018

5. International knowledge spillover through trade: A time-varying spatial panel data approach
   Economics Letters, 2018, 162, (C), 30-33 View citations (18)
6. Spatial weights matrix selection and model averaging for spatial autoregressive models
   Journal of Econometrics, 2018, 203, (1), 1-18 View citations (27)

2017

7. QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
   Journal of Econometrics, 2017, 197, (2), 173-201 View citations (24)

2016

8. Bias correction and refined inferences for fixed effects spatial panel data models
   Regional Science and Urban Economics, 2016, 61, (C), 52-72 View citations (5)
9. Identification of Spatial Durbin Panel Models
   Journal of Applied Econometrics, 2016, 31, (1), 133-162 View citations (35)
10. Raising the bar (1)
    Spatial Economic Analysis, 2016, 11, (1), 1-6 View citations (1)
11. Raising the bar (2)
    Spatial Economic Analysis, 2016, 11, (2), 123-127
12. Strategic interaction in political competition: Evidence from spatial effects across Chinese cities
    Regional Science and Urban Economics, 2016, 57, (C), 23-37 View citations (87)

2015

13. Editorial
    Spatial Economic Analysis, 2015, 10, (4), 401-407
14. Editorial
    Spatial Economic Analysis, 2015, 10, (2), 127-136
15. Editorial
    Spatial Economic Analysis, 2015, 10, (1), 1-10
16. Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
    Journal of Econometrics, 2015, 184, (1), 174-192 View citations (17)
17. Estimation of spatial panel data models with time varying spatial weights matrices
    Economics Letters, 2015, 128, (C), 95-99 View citations (7)

2014

18. Editorial
    Spatial Economic Analysis, 2014, 9, (3), 223-230
19. Editorial
    Spatial Economic Analysis, 2014, 9, (1), 1-8
20. Efficient GMM estimation of spatial dynamic panel data models with fixed effects
    Journal of Econometrics, 2014, 180, (2), 174-197 View citations (89)

2013

21. Editorial
    Spatial Economic Analysis, 2013, 8, (2), 113-119 View citations (1)
22. Editorial
    Spatial Economic Analysis, 2013, 8, (1), 1-8 View citations (1)
23. Editorial
    Spatial Economic Analysis, 2013, 8, (4), 419-424 View citations (1)
24. Growth spillover through trade: A spatial dynamic panel data approach
    Economics Letters, 2013, 120, (3), 450-453 View citations (33)
25. How uncertain is household income in China
    Economics Letters, 2013, 120, (1), 74-78 View citations (15)
26. Near Unit Root in the Spatial Autoregressive Model
    Spatial Economic Analysis, 2013, 8, (3), 314-351 View citations (14)

2012

27. CONVERGENCE: A SPATIAL DYNAMIC PANEL DATA APPROACH
    Global Journal of Economics (GJE), 2012, 01, (01), 1-36 View citations (30)
28. Editorial
    Spatial Economic Analysis, 2012, 7, (4), 397-402
29. Editorial
    Spatial Economic Analysis, 2012, 7, (2), 171-177
30. Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
    Journal of Econometrics, 2012, 167, (1), 16-37 View citations (68)
31. QML Estimation of Spatial Dynamic Panel Data Models with Time Varying Spatial Weights Matrices
    Spatial Economic Analysis, 2012, 7, (1), 31-74 View citations (68)
32. SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS
    International Economic Review, 2012, 53, (4), 1369-1412 View citations (32)
33. The C(α)-type gradient test for spatial dependence in spatial autoregressive models
    Letters in Spatial and Resource Sciences, 2012, 5, (3), 119-135 View citations (6)
34. The spatial time lag in panel data models
    Economics Letters, 2012, 117, (3), 544-547 View citations (16)

2011

35. Estimation of Spatial Panels
    Foundations and Trends(R) in Econometrics, 2011, 4, (1–2), 1-164 View citations (6)

2010

36. A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
    Econometric Theory, 2010, 26, (2), 564-597 View citations (134)
37. ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
    Econometric Theory, 2010, 26, (5), 1332-1362 View citations (38)
38. Estimation of spatial autoregressive panel data models with fixed effects
    Journal of Econometrics, 2010, 154, (2), 165-185 View citations (446)
39. Some recent developments in spatial panel data models
    Regional Science and Urban Economics, 2010, 40, (5), 255-271 View citations (176)

2009

40. Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix
    Spatial Economic Analysis, 2009, 4, (3), 301-327 View citations (14)

2008

41. Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
    Journal of Econometrics, 2008, 146, (1), 118-134 View citations (315)