Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Year of publication: |
2021
|
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Authors: | Yang, Kai ; Lee, Lung-fei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 2, p. 337-367
|
Subject: | Dynamic panel | Identification | Market integration | Quasi-maximum likelihood | Spatial cointegration | Spatial vector autoregression | Regionalökonomik | Regional economics | VAR-Modell | VAR model | Kointegration | Cointegration | Panel | Panel study | Schätzung | Estimation | Schätztheorie | Estimation theory |
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