QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Yuanqing Zhang, Shuhui Feng, Fei Jin
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Yuanqing ; Feng, Shuhui ; Jin, Fei |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 180.2019, p. 1-5
|
| Subject: | Heteroskedasticity | MESS | Panel data | QMLE | Spatial dependence | Panel | Panel study | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Räumliche Interaktion | Spatial interaction | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |