individual, with no restrictions on this heterogeneity in either the intercept or the slope. Using a rich panel dataset, we …

variation approach. We explore the feasibility of this approach in a different context, using large-scale panel data from …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

. I show that when marginal prices can be reliably estimated, and when panel data on household demands is available, one …

characteristics, but face endogeneity problems for estimating non-marginal welfare measures. I show that when panel data on household …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …