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Mutl (2006), a dynamic spatial GMM estimator is proposed based on Kapoor, Kelejian and Prucha (2007) for the Spatial … performance of the GMM spatial estimator to that of spatial and non-spatial estimators and illustrate our approach with an …
Persistent link: https://www.econbiz.de/10011125930
Abstract This paper proposes a new generalized method of moments (GMM) estimator for spatial panel models with spatial … that the GMM estimator is consistent. The estimator is applied to English real estate price data. …
Persistent link: https://www.econbiz.de/10005495722
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...
Persistent link: https://www.econbiz.de/10011872320
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...
Persistent link: https://www.econbiz.de/10011873591
Persistent link: https://www.econbiz.de/10009529824
Method of Moments (GMM-SYS), this paper attempts to establish the nature of manufacturing employment in Ethiopia and the role …
Persistent link: https://www.econbiz.de/10010226717
period 1996–2004 and deploying GMM-SYS estimates, this paper aims to establish the role played by trade, FDI and technology …
Persistent link: https://www.econbiz.de/10011632638
Persistent link: https://www.econbiz.de/10011440452
Persistent link: https://www.econbiz.de/10009545038
Persistent link: https://www.econbiz.de/10009545059