Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components

DOI10.1080/03610926.2014.972567zbMath1360.62147OpenAlexW2082113769MaRDI QIDQ2979581

Yuan-Qing Zhang

Publication date: 25 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.972567

zbMATH Keywords

spatialpanel datapartially linear

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Estimation of spatial autoregressive panel data models with fixed effects
• Efficient estimation of models for dynamic panel data
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• Panel data models with spatially correlated error components
• Semiparametric GMM estimation of spatial autoregressive models
• Simultaneous equations and panel data
• Convergence rates and asymptotic normality for series estimators
• Testing panel data regression models with spatial error correlation.
• An unbalanced spatial panel data approach to US state tax competition
• Estimating Panel Models With Internal and External Habit Formation
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

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