Estimating models of complex FDI: are there third-country effects?
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Publication:280283
DOI10.1016/J.JECONOM.2006.09.009zbMATH Open1418.62410OpenAlexW2072755087MaRDI QIDQ280283FDOQ280283
Badi H. Baltagi, Peter Egger, Michael Pfaffermayr
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://surface.syr.edu/cpr/91
spatial econometricscomplex FDIgeneralized moments (GM) estimatorsmutlinational firmspanel econometrics
Cites Work
Cited In (16)
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
- SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Unified M-estimation of matrix exponential spatial dynamic panel specification
- Large sample properties of the matrix exponential spatial specification with an application to FDI
- Estimating regional trade agreement effects on FDI in an interdependent world
- An unbalanced spatial panel data approach to US state tax competition
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
- Multilateral Resistance and the Euro Effects on Trade Flows
- Exporting spatial externalities
- Model selection and model averaging for matrix exponential spatial models
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Estimation of spatial autoregressive panel data models with fixed effects
- Determinants of different modes of FDI: firm-level evidence from Japanese FDI into the US
- The Space of Gravity: Spatially Filtered Estimation of a Gravity Model for Bilateral Trade
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