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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 … assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance … small sample performance. -- Higher-order spatial dependence ; generalized moments estimation ; two-stages least squares …
Persistent link: https://www.econbiz.de/10003808637
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Melting constants in trade gravity's rainbow
Blank, Sven; Egger, Peter - In: Economics letters 201 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607093
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Multi-way clustering estimation of standard errors in gravity models
Egger, Peter; Tarlea, Filip - In: Economics letters 134 (2015), pp. 144-147
Persistent link: https://www.econbiz.de/10011432408
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Structural gravity with dummies only : constrained ANOVA-type estimation of gravity models
Egger, Peter; Nigai, Sergey - In: Journal of international economics 97 (2015) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10011565968
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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
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Estimation of spatial autoregressive M-way error component panel data models
Badinger, Harald; Egger, Peter - In: The annals of regional science : an international … 47 (2011) 2, pp. 269-310
Persistent link: https://www.econbiz.de/10009356093
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A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012
even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated …
Persistent link: https://www.econbiz.de/10009621736
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GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances
Badinger, Harald (contributor); Egger, Peter (contributor) - 2008
derive the moment conditions and the optimal weighting matrix for a generalized moments (GM) estimation procedure of the … ; two-stages least squares ; generalized moments estimation ; asymptotics …
Persistent link: https://www.econbiz.de/10003748246
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Estimating long and short run effects in static panel models
Egger, Peter; Pfaffermayr, Michael - In: Econometric reviews 23 (2004) 3, pp. 199-214
Persistent link: https://www.econbiz.de/10002263037
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A panel data model with generalized higher-order network effects
Baltagi, Badi H.; Ding, Sophia; Egger, Peter - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 9-35). 2022
Persistent link: https://www.econbiz.de/10013192859