This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …

spatially correlated errors in static panel data models, is extended by introducing fixed effects, a spatial lag, and a one …-period lag of the dependent variable as additional explanatory variables. Combining this approach with the dynamic panel-data GMM …, spatial lags, and sets of exogenous variables yields new spatial dynamic panel data estimators. The proposed spatially …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …

This paper investigates the estimation and inference of spatial panel data models in which the regression coefficient …

corrects for spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the … the dynamic panel data model GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) and supplementing the … dynamic panel data estimators. The performance of these spatial dynamic panel data estimators is investigated by means of …

This paper introduces a spatial panel quantile model with unobserved heterogeneity. The proposed model is capable of … parameters, a new estimation procedure is proposed. When both the time and cross-sectional dimensions of the panel go to infinity …

I consider a simultaneous spatial panel data model, jointly modeling three effects: simultaneous effects, spatial … to analyze the relationship between trade and GDP using a panel data over time and across countries …

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 …

measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors …