Dynamic spatial panel data models with common shocks
Year of publication: |
2021
|
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Authors: | Bai, Jushan ; Li, Kunpeng |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 1, p. 134-160
|
Subject: | Common shocks | Cross-sectional dependence | Incidental parameters | Maximum likelihood estimation | Panel data models | Spatial interactions | Panel | Panel study | Räumliche Interaktion | Spatial interaction | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Schock | Shock | Momentenmethode | Method of moments |
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