A Generalized Spatial Panel Data Model with Random Effects

DOI10.1080/07474938.2012.742342zbMath1491.62178OpenAlexW3122358982MaRDI QIDQ5080586

Michael Pfaffermayr, Badi H. Baltagi, Peter Egger

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

zbMATH Keywords

Lagrange multiplierlikelihood ratiopanel datamaximum-likelihood estimationspatially autocorrelated residuals

Mathematics Subject Classification ID

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

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