Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
Year of publication: |
2015
|
---|---|
Authors: | Lee, Lung-fei ; Yu, Jihai |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 184.2015, 1, p. 174-192
|
Publisher: |
Elsevier |
Subject: | Spatial autoregression | Space–time filter | Panel data | Spatial cointegration | Explosive roots | Fixed effects | Time effects | Quasi-maximum likelihood estimation | Exact likelihood function |
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