QML estimation of dynamic panel data models with spatial errors
Year of publication: |
2015
|
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Authors: | Su, Liangjun ; Yang, Zhenlin |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 185.2015, 1, p. 230-258
|
Publisher: |
Elsevier |
Subject: | Bootstrap standard errors | Dynamic panel | Fixed effects | Initial observations | Quasi maximum likelihood | Random effects | Spatial error dependence |
Type of publication: | Article |
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Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models ; C23 - Models with Panel Data ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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QML estimation of dynamic panel data models with spatial errors
Su, Liangjun, (2015)
-
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models
Yang, Zhenlin, (2014)
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MaCurdy, Thomas, (2007)
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QML estimation of dynamic panel data models with spatial errors
Su, Liangjun, (2015)
-
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun, (2018)
-
Asymptotics and Bootstrap for Transformed Panel Data Regressions
Su, Liangjun, (2009)
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