Dynamic spatial panel data models with interactive fixed effects: M-estimation and inference under fixed or relatively small T

DOI10.1080/07474938.2025.2559790MaRDI QIDQ6847152zbMATH OpenFDO

Authors Liyao Li, Ke Miao, Zhenlin Yang

Publication date 9 March 2026

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2025.2559790

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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