A spatial dynamic panel data model with both time and individual fixed effects
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Publication:77666
DOI10.1017/S0266466609100099zbMATH Open1185.62169MaRDI QIDQ77666FDOQ77666
Authors: Lung-Fei Lee, Jihai Yu, Lung-fei Lee, Jihai Yu 
Publication date: 18 August 2009
Published in: Econometric Theory (Search for Journal in Brave)
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Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
Cites Work
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- Estimation Methods for Models of Spatial Interaction
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- A Note on Error Components Models
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- Identification in Parametric Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
Cited In (36)
- Fixed effects spatial panel data models with time-varying spatial dependence
- Testing spatial dependence in spatial models with endogenous weights matrices
- Estimation of unit root spatial dynamic panel data models
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- QML estimation of dynamic panel data models with spatial errors
- Simultaneous Spatial Panel Data Models with Common Shocks
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- A note on spatial-temporal lattice modeling and maximum likelihood estimation
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Moment-based tests for individual and time effects in panel data models
- Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
- Unified M-estimation of matrix exponential spatial dynamic panel specification
- Estimation of partially specified spatial panel data models with random-effects
- Estimation of dynamic panel data models with both individual and time-specific effects
- Specification Test for Spatial Autoregressive Models
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Spatial dynamic panel data models with correlated random effects
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks
- Empirical likelihood for spatial dynamic panel data models
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Population interference in panel experiments
- Panel threshold spatial Durbin models with individual fixed effects
- Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach
- Spatial dynamic models with intertemporal optimization: specification and estimation
- Panel data models with cross-sectional dependence: a selective review
- Estimation of partially specified spatial panel data models with fixed-effects
- SDPDmod
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- First difference estimation of spatial dynamic panel data models with fixed effects
- Identifying latent group structures in spatial dynamic panels
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
- Spatial dynamic panel data models with interactive fixed effects
- Spatial dynamic panel models with missing data
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks
- On the Mutual Dynamics of Interregional Gross Migration Flows in Space and Time
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