Spatial dynamic panel data models with interactive fixed effects
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Publication:515141
DOI10.1016/j.jeconom.2016.12.001zbMath1422.62290OpenAlexW2579228981MaRDI QIDQ515141
Publication date: 10 March 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.12.001
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Spatial models in economics (91B72)
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