Fixed effects spatial panel data models with time-varying spatial dependence
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Publication:2209591
DOI10.1016/j.econlet.2020.109531zbMath1452.62701OpenAlexW3083214655MaRDI QIDQ2209591
Publication date: 4 November 2020
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109531
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Causal inference from observational studies (62D20)
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Cites Work
- Estimation of spatial autoregressive panel data models with fixed effects
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Spillover dynamics for systemic risk measurement using spatial financial time series models
- Estimation of spatial panel data models with time varying spatial weights matrices
- Spatial dynamic panel data models with interactive fixed effects
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
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