A generalized spatial panel data model with random effects

DOI10.1080/07474938.2012.742342zbMATH Open1491.62178OpenAlexW3122358982MaRDI QIDQ5080586FDOQ5080586

Authors: Badi H. Baltagi, Peter Egger, Michael Pfaffermayr 

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://surface.syr.edu/cpr/53

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zbMATH Keywords

panel datamaximum-likelihood estimationlikelihood ratioLagrange multiplierspatially autocorrelated residuals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)

Cites Work

• Matrix Analysis
• Linear Statistical Inference and its Applications
• Maximum Likelihood Estimation of Misspecified Models
• Testing panel data regression models with spatial error correlation.
• Panel data models with spatially correlated error components
• Weak and strong cross-section dependence and estimation of large panels
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Large panels with common factors and spatial correlation
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Title not available (Why is that?)
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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• Estimation of spatial autoregressive panel data models with fixed effects
• Maximum-likelihood estimation for the mixed analysis of variance model
• A test for spatial autocorrelation in seemingly unrelated regressions
• Rao's score test in spatial econometrics
• Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Cross-Sectional Dependence in Panel Data Analysis
• Econometric analysis of panel data
• The Estimation of Skewness and Kurtosis of Random Effects in the Linear Model

Cited In (26)

• EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
• Fixed effects spatial panel data models with time-varying spatial dependence
• Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
• Locally adjusted LM test for spatial dependence in fixed effects panel data models
• Testing spatial effects and random effects in a nested panel data model
• QML estimation of dynamic panel data models with spatial errors
• Kernel estimation of hazard functions when observations have dependent and common covariates
• Maximum likelihood estimation of spatially and serially correlated panels with random effects
• Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
• Estimation of partially specified spatial panel data models with random-effects
• Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
• Testing for random effects and serial correlation in spatial autoregressive models
• Spatial-temporal Model with Heterogeneous Random Effects
• Title not available (Why is that?)
• Empirical likelihood for spatial dynamic panel data models
• Panel threshold spatial Durbin models with individual fixed effects
• Estimation of partially specified spatial panel data models with fixed-effects
• The Hausman test in a Cliff and Ord panel model
• Spatial system estimators for panel models: a sensitivity and simulation study
• Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors
• Generalized spatial dynamic factor models
• Robust estimation and inference of spatial panel data models with fixed effects
• Spatial panels: random components versus fixed effects
• QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
• An Overview of Dependence in Cross-Section, Time-Series, and Panel Data

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