Spatial dynamic models with intertemporal optimization: specification and estimation

DOI10.1016/J.JECONOM.2019.10.012MaRDI QIDQ2190241zbMATH OpenOpenAlexFDO

Authors Hanbat Jeong, Lung-fei Lee

Publication date 18 June 2020

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2019.10.012

zbMATH Keywords

Markov perfect equilibriumdynamic interactionintertemporal optimizationQML estimationcounty's public safety spendingSDPD models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)

Recommendations

• Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
• Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when \(T\) is small
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
• First difference estimation of spatial dynamic panel data models with fixed effects
• Spatial dynamic panel data models with interactive fixed effects

Cites work

• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• A spatial dynamic panel data model with both time and individual fixed effects
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
• Discounted Dynamic Programming
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects
• Estimation Methods for Models of Spatial Interaction
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• Handbook of game theory. Vol. 4
• Introduction to spatial econometrics.
• Markov perfect equilibrium. I: Observable actions
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Panel data models with spatially correlated error components
• Peer effects and social networks in education
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• The Estimation of Partial Adjustment Models with Rational Expectations
• The Oxford handbook of panel data
• Who's Who in Networks. Wanted: The Key Player

Cited in

(5)

• Approximations to Intractable Spatial Econometric Models and Their Solutions Through Global Optimization
• Automatic variable selection for semiparametric spatial autoregressive model
• Temporal and spatially heterogeneous finite length runs analysis
• Examining the network effects in bank risk: evidence from liquidity creation in mutual banks
• Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks

Describes a project that uses

Uses Software

• Arc_Mat

This page was built for publication: Spatial dynamic models with intertemporal optimization: specification and estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2190241)