Fixed-effects dynamic spatial panel data models and impulse response analysis

DOI10.1016/j.jeconom.2017.02.001zbMath1456.62207OpenAlexW2589648126MaRDI QIDQ2294515

Kunpeng Li

Publication date: 11 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.02.001

zbMATH Keywords

confidence intervalsmodel selectionpanel data modelsquasi maximum likelihood estimationimpulse response analysisdynamic spatial models

Mathematics Subject Classification ID

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

Related Items (6)

Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration ⋮ Estimation and variable selection for high-dimensional spatial dynamic panel data models ⋮ Dynamic spatial panel data models with common shocks ⋮ Grouped spatial autoregressive model ⋮ Efficient closed-form estimation of large spatial autoregressions ⋮ A spatial panel quantile model with unobserved heterogeneity

Uses Software

• Arc_Mat

Cites Work

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