GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)
Year of publication: |
2015
|
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Authors: | Cizek, Pavel ; Jacobs, J. ; Ligthart, J.E. ; Vrijburg, H. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | Dynamic panel models | spatial lag | spatial error | GMM estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2015-003 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C21 - Cross-Sectional Models; Spatial Models ; C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: |
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Cizek, Pavel, (2011)
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Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors
Jacobs, J.P.A.M., (2009)
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GMM estimation of fixed effects dynamic panel data models with spatial lag and spatial errors
Čížek, Pavel, (2015)
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Cizek, Pavel, (2011)
-
Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors
Jacobs, J.P.A.M., (2009)
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The Determinants of VAT Introduction : A Spatial Duration Analysis
Cizek, Pavel, (2012)
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