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

DOI10.1080/07474938.2014.956030MaRDI QIDQ5863558zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 2222812 (Why is no real title available?)
• A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
• A generalized spatial panel data model with random effects
• A test for spatial autocorrelation in seemingly unrelated regressions
• Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Econometric analysis of panel data
• Finite sample properties of maximum likelihood estimator in spatial models
• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• Simultaneous equations and panel data
• Simultaneous equations with error components
• The econometrics of panel data. Fundamental and recent developments in theory and practice.

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
• Estimation of simultaneous systems of spatially interrelated cross sectional equations.
• Multivariate spatial autoregressive model for large scale social networks

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