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Property / author: Lung-fei Lee / rank
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Property / author: Jihai Yu / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2014.08.006 / rank
 
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Latest revision as of 07:43, 9 July 2024

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Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
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    Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (English)
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    24 November 2014
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    spatial autoregression
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    space-time filter
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    panel data
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    spatial cointegration
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    explosive roots
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    fixed effects
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    time effects
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    quasi-maximum likelihood estimation
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    exact likelihood function
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