QML estimation of dynamic panel data models with spatial errors
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Publication:2343773
DOI10.1016/j.jeconom.2014.11.002zbMath1331.62486MaRDI QIDQ2343773
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1490
fixed effects; random effects; quasi maximum likelihood; dynamic panel; spatial error dependence; initial observations; bootstrap standard errors
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62M30: Inference from spatial processes
62H12: Estimation in multivariate analysis
65C05: Monte Carlo methods
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