heterogeneity and spatial correlation across units. We discuss instrumental variable estimation under both the fixed and the random … autocorrelation in the disturbances. We derive the large sample properties of our estimation procedures and show that the test …

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 … assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance …

This paper proposes a spatial panel model for German matching functions to avoid possibly biased and inefficient …

between host countries). For this, we use a panel data set of U.S. foreign affiliate sales to 16 developed countries in 7 …

provinces simultaneously. Beside the usual panel data models, we use panel models that explicitly account for spatial dependence …

Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with … endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM …

In the 1997 and 1998 waves of the British Household Panel Survey, workers are asked to assess their level of job …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some …