We empirically investigate the existence of spatial autocorrelation between military dictatorships in Sub … positive spatial autocorrelation coefficient, which shows a spatial concentration of military autocracies. In particular, in …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

jointly addresses spatial autocorrelation of the dependent variable and splits the sample according to the non-linearity in …

theory is kept general to cover a wide range of settings. We note the estimation theory developed by Kelejian and Prucha …-stage least squares ; generalized moments estimation ; asymptotics …

heteroskedastic with an unknown form. We formulate a multi-step GMM/IV type estimation procedure for the parameters of the model. We …

limited to a specific distributional assumption and allows for straight-forward likelihood-based estimation and inference. We …

; VECM measurement errors ; Bayesian estimation …

This paper considers the identification and estimation of hedonic models. We establish that in an additive version of … strange properties so the approximation is doubly poor. A semiparametric estimation method is proposed that is valid when a …

-Chain Monte-Carlo (MCMC) methods. Within this framework we extend Ireland's (2001, 2004) hybrid estimation approach to allow for a … aggregates in the post-war U.S. economy. -- Real Business Cycle ; Bayesian estimation ; VARMA errors …

estimation ; VAR errors …