A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors (Q4960552)

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scientific article; zbMATH DE number 7192558
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A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors
scientific article; zbMATH DE number 7192558

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    A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors (English)
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    23 April 2020
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    short dynamic panel data models
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    spatial errors
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    generalized spatial system GMM estimation
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    quasi-maximum likelihood estimation
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    Monte Carlo studies
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