QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
| Year of publication: |
2012
|
|---|---|
| Authors: | Lee, Lung-fei ; Yu, Jihai |
| Published in: |
Spatial economic analysis : the journal of the Regional Studies Association. - Cambridge : Routledge, ISSN 1742-1772, ZDB-ID 2248770-0. - Vol. 7.2012, 1, p. 31-74
|
| Subject: | spatial autoregression | dynamic panels | time varying spatial weights matrix | fixed effects | maximum likelihood | Panel | Panel study | Regionalökonomik | Regional economics | Räumliche Interaktion | Spatial interaction | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätzung | Estimation | Momentenmethode | Method of moments |
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