Simultaneous spatial panel data models with common shocks
Year of publication: |
2023
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Authors: | Lu, Lina |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 2, p. 608-623
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Subject: | Common shocks | Inferential theory | Panel data models | Principal components | Quasi-maximum likelihood estimation | Simultaneous equation system | Spatial models | Panel | Panel study | Schätztheorie | Estimation theory | Schock | Shock | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Räumliche Interaktion | Spatial interaction |
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