Estimation of spatial panel data models with two-way error component

DOI10.3969/J.ISSN.1001-4268.2016.04.004MaRDI QIDQ2983671zbMATH OpenFDO

Authors Xiaoyi Xie, Xijian Hu, Lunzhi He, Hui-Guo Zhang

Publication date 17 May 2017

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2016.04.004

zbMATH Keywords

generalized momentspatial panel data modeltwo-way error component

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30)

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Cited in

(7)

• Spatial panel data model with error dependence: a Bayesian separable covariance approach
• BLUP in the panel regression model with spatially and serially correlated error components
• Robust two-stage estimation in general spatial dynamic panel data models
• Prediction in a generalized spatial panel data model with serial correlation
• Panel data models with spatially correlated error components
• Spatial system estimators for panel models: a sensitivity and simulation study
• Estimation and model selection in general spatial dynamic panel data models

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