Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Kai Yang, Lung-fei Lee
| 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
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| Subject: | Dynamic panel | Identification | Market integration | Quasi-maximum likelihood | Spatial cointegration | Spatial vector autoregression | Kointegration | Cointegration | VAR-Modell | VAR model | Regionalökonomik | Regional economics | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | Räumliche Interaktion | Spatial interaction | Marktintegration | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.05.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618869