QML estimation of dynamic panel data models with spatial errors
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Publication:2343773
DOI10.1016/j.jeconom.2014.11.002zbMath1331.62486OpenAlexW1975213743MaRDI 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 effectsrandom effectsquasi maximum likelihooddynamic panelspatial error dependenceinitial observationsbootstrap standard errors
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)
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Uses Software
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