Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
DOI10.1016/J.CSDA.2019.04.003OpenAlexW2939035593WikidataQ128058199 ScholiaQ128058199MaRDI QIDQ2419151FDOQ2419151
Authors: Yao-Yu Chih, Colin Vance, James P. Lesage 
Publication date: 29 May 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/191060
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Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)
Cites Work
- Introduction to spatial econometrics.
- QML estimation of dynamic panel data models with spatial errors
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Title not available (Why is that?)
- Monte Carlo estimates of the log determinant of large sparse matrices
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- A space-time filter for panel data models containing random effects
- Interpreting dynamic space-time panel data models
Cited In (3)
Uses Software
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