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GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)

Cizek, Pavel; Jacobs, J.; Ligthart, J.E.; Vrijburg, H. - Tilburg University, Center for Economic Research - 2015

spatially correlated errors in static panel data models, is extended by introducing fixed effects, a spatial lag, and a one …-period lag of the dependent variable as additional explanatory variables. Combining this approach with the dynamic panel-data GMM …, spatial lags, and sets of exogenous variables yields new spatial dynamic panel data estimators. The proposed spatially …

Persistent link: https://www.econbiz.de/10011144455

GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)

Cizek, Pavel; Jacobs, J.P.A.M.; Ligthart, J.E.; Vrijburg, H. - Tilburg University, Center for Economic Research - 2011

spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the dependent … variable as additional explanatory variables. Combining the extended Kapoor et al. (2007) approach with the dynamic panel data … time lags, spatial lags, and sets of exogenous variables yields new spatial dynamic panel data estimators. We prove their …

Persistent link: https://www.econbiz.de/10011124438

Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors

Jacobs, J.P.A.M.; Ligthart, J.E.; Vrijburg, H. - Tilburg University, Center for Economic Research - 2009

corrects for spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the … the dynamic panel data model GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) and supplementing the … dynamic panel data estimators. The performance of these spatial dynamic panel data estimators is in- vestigated by means of …

Persistent link: https://www.econbiz.de/10011090432

The Determinants of VAT Introduction : A Spatial Duration Analysis

Cizek, Pavel; Lei, J.; Ligthart, J.E. - Tilburg University, Center for Economic Research - 2012

Abstract: The spatial survival models typically impose frailties, which characterize unobserved heterogeneity, to be spatially correlated. This specification relies highly on a pre-determinate covariance structure of the errors. However, the spatial effect may not only exist in the unobserved...

Persistent link: https://www.econbiz.de/10011091455