Search Results - "Debarsy, Nicolas"

Journal Article

Testing for spatial autocorrelation in a fixed effects panel data model

by Debarsy, Nicolas Ertur, Cem Published in Regional science and urban economics (2010)

“...The aim of this paper is to assess the relevance of spatial autocorrelation in a fixed effects panel data model and in the affirmative, to identify the most...”

Journal Article

Flexible dependence modeling using convex combinations of different types of connectivity structures

by Debarsy, Nicolas LeSage, James Published in Regional science and urban economics (01.03.2018)

“...There is a great deal of literature regarding use of non-geographically based connectivity matrices or combinations of geographic and non-geographic structures...”

Journal Article

Interaction matrix selection in spatial autoregressive models with an application to growth theory

by Debarsy, Nicolas Ertur, Cem Published in Regional science and urban economics (01.03.2019)

“...The interaction matrix, or spatial weight matrix, is the fundamental tool to model cross-sectional interdependence between observations in spatial...”

Journal Article

Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter

by Debarsy, Nicolas Yang, Zhenlin Published in Regional science and urban economics (01.09.2018)

“...International audience...”

Journal Article

The Mundlak Approach in the Spatial Durbin Panel Data Model

by Debarsy, Nicolas Published in Spatial economic analysis (01.03.2012)

“...This paper extends the Mundlak approach to the spatial Durbin panel data model (SDM) to help the applied researcher to determine the adequacy of the random...”

Journal Article

Large sample properties of the matrix exponential spatial specification with an application to FDI

by Debarsy, Nicolas Jin, Fei Lee, Lung-fei Published in Journal of econometrics (01.09.2015)

“...This paper studies large sample properties of the matrix exponential spatial specification (MESS). We find that the quasi-maximum likelihood estimator (QMLE)...”

eBook

Understanding Interactions in Complex Systems: Toward a Science of Interaction

by Cordier, Stéphane Debarsy, Nicolas Ertur, Cem
2017

“...Since human activities are embedded in interactions, they are at the very center of the modeling of any form of social life, shaping societies, groups and...”

Journal Article

Interaction matrix selection in spatial econometrics with an application to growth theory

by Debarsy, Nicolas Ertur, Cem Published in Regional science and urban economics (01.03.2019)

“...The interaction matrix, or spatial weight matrix, is the fundamental tool to model cross-sectional interdependence between observations in spatial econometric...”

Journal Article

Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices

by Debarsy, Nicolas LeSage, James P Published in Journal of business & economic statistics (//)

“...There is a great deal of literature regarding use of nongeographically based connectivity matrices or combinations of geographic and non-geographic structures...”

Journal Article

Interpreting dynamic space–time panel data models

by Debarsy, Nicolas Ertur, Cem LeSage, James P Published in Statistical methodology (2012)

“...There is a vast amount of literature regarding the asymptotic properties of various approaches to estimating simultaneous space–time panel models, but little...”

Journal Article

Robinson's Square Root of N Consistent Semiparametric Regression Estimator in Stata

by Verardi, Vincenzo Debarsy, Nicolas Published in The Stata journal (01.12.2012)

“...In this article, we describe Robinson's (1988, Econometrica 56: 931954) double residual semiparametric regression estimator and Hardle and Mammen's (1993,...”

Journal Article

Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition

by Debarsy, Nicolas Gnabo, Jean-Yves Kerkour, Malik Published in Journal of international money and finance (01.09.2017)

Journal Article

Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition

by Debarsy, Nicolas Gnabo, Jean-Yves Kerkour, Malik Published in Journal of international money and finance (01.09.2017)

“...•Identification of country-level determinants of sovereign wealth funds net inflows.•Use of a large database of 43 recipient countries over the period...”

Journal Article

Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach

by Debarsy, Nicolas Dossougoin, Cyrille Ertur, Cem Gnabo, Jean-Yves Published in Journal of economic dynamics & control (01.02.2018)

“...We contribute to the literature on international risk spillovers by developing a unified framework based on spatial econometrics that enables us to address the...”

Journal Article

Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach

by Debarsy, Nicolas Dossougoin, Cyrille Ertur, Cem Gnabo, Jean-Yves Published in Journal of Economic Dynamics and Control (2018)

“...We contribute to the literature on international risk spillovers by developing a unified framework based on spatial econometrics that enables us to address the...”

Journal Article

The Mundlak Approach in the Spatial Durbin Panel Data Model

by Debarsy, Nicolas Published in Spatial economic analysis (2011)

“...Abstract This paper extends the Mundlak approach to the spatial Durbin panel data model (SDM) to help the applied researcher to determine the adequacy of the...”