This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …

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

three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …

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 …