QML estimation of dynamic panel data models with spatial errors

DOI10.1016/j.jeconom.2014.11.002zbMath1331.62486OpenAlexW1975213743MaRDI QIDQ2343773

Zhenlin Yang, Liangjun Su

Publication date: 6 May 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1490

zbMATH Keywords

fixed effectsrandom effectsquasi maximum likelihooddynamic panelspatial error dependenceinitial observationsbootstrap standard errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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Uses Software

• Arc_Mat

Cites Work

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