This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

this paper, we present a generalized panel model which accounts for two features: (i) three types of network effects on the …

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated … correlation in the residuals. For two of these three tests, we obtain closed form solutions and we derive their large sample … even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …

This paper focusses on the estimation of error components models in the presence of a correlation of the disturbances … across equations and AR(1) of the remainder disturbances for panel data with endogenous unobserved effects. Additionally, the … set-up allows for unequally spaced panel data and differences in the autocorrelation parameters across equations. The …

panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error …

panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error …

panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error …