Refinements in maximum likelihood inference on spatial autocorrelation in panel data
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Publication:888339
DOI10.1016/j.jeconom.2015.03.036zbMath1337.62279OpenAlexW2293678402MaRDI QIDQ888339
Publication date: 30 October 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.03.036
fixed effectspanel dataEdgeworth expansionspatial autoregressioninterval estimatestests for cross-sectional independence
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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