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 …

This paper develops a time-varying coefficient spatial autoregressive panel data model with the individual fixed …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

spatial panel data model, with fixed effects, time-varying covariates, and spatially correlated errors. We introduce a new … spatial panel data model with fixed effects and T = 2, the saddlepoint approximation yields accuracy improvements over the …

panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with … estimators in dynamic panel data models. The finite sample performance of the proposed estimator is investigated using simulated …

reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …

This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with spatial error …, and heterogeneous versus homogeneous panel data models …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …