Estimation of spatial autoregressive panel data models with fixed effects
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Publication:77665
DOI10.1016/j.jeconom.2009.08.001zbMath1431.62643OpenAlexW1986866669MaRDI QIDQ77665
Lung-Fei Lee, Jihai Yu, Lung-fei Lee, Jihai Yu
Publication date: February 2010
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.08.001
fixed effectspanel dataconditional likelihoodspatial autoregressionquasi-maximum likelihood estimation
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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