Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lung-fei Lee; Jihai Yu
| Year of publication: |
2015
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|---|---|
| Authors: | Lee, Lung-fei ; Yu, Jihai |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 1, p. 174-192
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| Subject: | Spatial autoregression | Space-time filter | Panel data | Spatial cointegration | Explosive roots | Fixed effects | Time effects | Quasi-maximum likelihood estimation | Exact likelihood function | Panel | Panel study | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Räumliche Interaktion | Spatial interaction | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326795