Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity

DOI10.1016/j.jeconom.2023.105559MaRDI QIDQ6193014

Wenyu Li, Xingdong Feng, Qian-Qian Zhu

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

quantile regressionmoment estimationcorrelated random effectdynamic spatial panel modelhybrid double bootstrap

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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