EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects (Q5863558): Difference between revisions

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+https://doi.org/10.1080/07474938.2014.956030
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+W2089119087
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+A test for spatial autocorrelation in seemingly unrelated regressions
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+The econometrics of panel data. Fundamental and recent developments in theory and practice.
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+Simultaneous equations with error components
@@ Property / cites work: Simultaneous equations with error components / rank @@
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+A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
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+Econometric analysis of panel data
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+A Generalized Spatial Panel Data Model with Random Effects
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+Instrumental variable estimation of a spatial autoregressive panel model with random effects
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+Finite sample properties of maximum likelihood estimator in spatial models
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+Simultaneous equations and panel data
@@ Property / cites work: Simultaneous equations and panel data / rank @@
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+Q5701609
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+Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
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+Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
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+Publication:5863558