QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Xi Qu, Lung-fei Lee, Jihai Yu
| Year of publication: |
April 2017
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|---|---|
| Authors: | Qu, Xi ; Lee, Lung-fei ; Yu, Jihai |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 197.2017, 2, p. 173-201
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| Subject: | Spatial autoregression | Dynamic panels | Fixed effects | Endogenous spatial weights matrix | QMLE | Panel | Panel study | Regionalökonomik | Regional economics | Räumliche Interaktion | Spatial interaction | Momentenmethode | Method of moments | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818351