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

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

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

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

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

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 examines the consequences of model misspecification using a panel data model with spatially autocorrelated … compared using Monte Carlo experiments. These include (i) MLE of a random effects model that ignore the spatial correlation … same spatial autocorrelation; (iv) MLE described in Baltagi, et al. (2006) which allows the spatial correlation parameter …