Narrow search
Showing 1 - 10 of 224,060
Cover Image
Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects
Baltagi, Badi H. - 2011
cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests … an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model …
Persistent link: https://www.econbiz.de/10013127387
Cover Image
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects
Liang, Xuan - 2019
This paper develops a time-varying coefficient spatial autoregressive panel data model with the individual fixed …
Persistent link: https://www.econbiz.de/10012859750
Cover Image
Saddlepoint approximations for spatial panel data models
Jiang, Chaonan; La Vecchia, Davide; Ronchetti, Elvezio; … - 2019
spatial panel data model, with fixed effects, time-varying covariates, and spatially correlated errors. We introduce a new … spatial panel data model with fixed effects and T = 2, the saddlepoint approximation yields accuracy improvements over the …
Persistent link: https://www.econbiz.de/10012003171
Cover Image
Distribution free estimation of spatial autoregressive binary choice panel data models
Arduini, Tiziano - 2016
panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …) heteroskedasticity and autocorrelation. Without imposing any parametric structure on the error terms, we consider the semiparametric …
Persistent link: https://www.econbiz.de/10011705647
Cover Image
Estimation and inference in spatial models with dominant units
Pesaran, M. Hashem; Yang, Cynthia Fan - 2019
Estimation and inference in the spatial econometrics literature are carried out assuming that the matrix of spatial or network connections has uniformly bounded absolute column sums in the number of cross-section units, n. In this paper, we consider spatial models where this restriction is...
Persistent link: https://www.econbiz.de/10011987935
Cover Image
FDML versus GMM for dynamic panel models with roots near unity
Mehic, Adrian - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-9
method of moments (CU-GMM) estimators of dynamic panel models when the data is close to non-stationary. This case is far from …
Persistent link: https://www.econbiz.de/10012628102
Cover Image
GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models
Badinger, Harald - 2008
panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …
Persistent link: https://www.econbiz.de/10012771862
Cover Image
Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …
Persistent link: https://www.econbiz.de/10010264566
Cover Image
Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models
Badinger, Harald - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …
Persistent link: https://www.econbiz.de/10012764741
Cover Image
A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …
Persistent link: https://www.econbiz.de/10011872320