Dynamic spatial panel models: networks, common shocks, and sequential exogeneity (Q4992163)
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scientific article; zbMATH DE number 7355757
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| English | Dynamic spatial panel models: networks, common shocks, and sequential exogeneity |
scientific article; zbMATH DE number 7355757 |
Statements
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (English)
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7 June 2021
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dynamic spatial panels
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social interactions
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endogenous networks
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time-varying fixed effects
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common shocks
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generalized methods of moments
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central limit theorem for linear-quadratic forms
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forward filtering
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generalized Helmert transformation
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0.7995421290397644
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0.7942327857017517
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0.7935271263122559
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0.7875217795372009
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0.7831589579582214
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