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Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

Persistent link: https://www.econbiz.de/10011983664

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/10003808637

Panel regression with random noise

Ronning, Gerd; Schneeweiß, Hans - 2009

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

Persistent link: https://www.econbiz.de/10003824983

Firm level productivity under imperfect competition in output and labor markets

Amoroso, Sara; Kort, Peter M.; Melenberg, Bertrand; … - 2010

specification of competition based on relative profits. Using a large Dutch firm-level panel database over the period 1989-2005, we …

Persistent link: https://www.econbiz.de/10003974678

Large panels with common factors and spatial correlations

Pesaran, M. Hashem (contributor); Tosetti, Elisa (contributor) - 2007

Persistent link: https://www.econbiz.de/10003599418

GM estimation of higher order spatial autoregressive processes in panel data error component models

Badinger, Harald (contributor); Egger, Peter (contributor) - 2008

Persistent link: https://www.econbiz.de/10003711864

A generalized spatial panel data model with random effects

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated … even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …

Persistent link: https://www.econbiz.de/10009621736

Estimation and inference in large heterogenous panels with cross section dependence

Pesaran, M. Hashem - 2003

This paper presents a new approach to estimation and inference in panel data models with unobserved common factors …

Persistent link: https://www.econbiz.de/10011505911

GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances

Badinger, Harald (contributor); Egger, Peter (contributor) - 2008

This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...

Persistent link: https://www.econbiz.de/10003748246

Estimation and inference in large heterogeneous panels with a multifactor error structure

Pesaran, M. Hashem (contributor) - 2004

This paper presents a new approach to estimation and inference in panel data models with a multifactor error structure …

Persistent link: https://www.econbiz.de/10002521670

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