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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Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
scientific article; zbMATH DE number 7355757

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    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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