EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects

DOI10.1080/07474938.2014.956030zbMATH Open1491.62177OpenAlexW2089119087MaRDI QIDQ5863558FDOQ5863558

Authors: Badi H. Baltagi, Ying Deng 

Publication date: 3 June 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2014.956030

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zbMATH Keywords

panel datathree-stage least squaressimultaneous equationserror componentsspatial model

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

• Finite sample properties of maximum likelihood estimator in spatial models
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Title not available (Why is that?)
• A test for spatial autocorrelation in seemingly unrelated regressions
• Simultaneous equations with error components
• A generalized spatial panel data model with random effects
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Simultaneous equations and panel data
• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
• Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
• Econometric analysis of panel data

Cited In (9)

• SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
• Simultaneous Spatial Panel Data Models with Common Shocks
• The Special Issue in Honor of Aman Ullah: An Overview
• Distributed estimation and inference for spatial autoregression model with large scale networks
• Network Competition and Team Chemistry in the NBA
• Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
• Determinants of firm-level domestic sales and exports with spillovers: evidence from China
• Multivariate spatial autoregressive model for large scale social networks
• Estimation of simultaneous systems of spatially interrelated cross sectional equations.

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