A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS

DOI10.1017/s0266466609100099zbMath1185.62169MaRDI QIDQ77666

Jihai Yu, Lung-Fei Lee, Lung-fei Lee, Jihai Yu

Publication date: 18 August 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M30: Inference from spatial processes

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

65C05: Monte Carlo methods

Related Items

SDPDmod

Cites Work

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