Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Year of publication: |
December 2015
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Authors: | Robinson, Peter M. ; Rossi, Francesca |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 447-456
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Subject: | Panel data | Fixed effects | Spatial autoregression | Edgeworth expansion | Interval estimates | Tests for cross-sectional independence | Panel | Panel study | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Räumliche Interaktion | Spatial interaction | Regionalökonomik | Regional economics | Statistischer Test | Statistical test |
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