Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study
Year of publication: |
2012-12
|
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Authors: | Liu, Shuangzhe ; Ma, Tiefeng ; Polasek, Wolfgang |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Seemingly unrelated regression models | panel systems with spatial errors | SAR and SEM models | generalized least-squares estimators | Taylor approximations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 294 29 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; C22 - Time-Series Models |
Source: |
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Spatial system estimators for panel models: A sensitivity and simulation study
Liu, Shuangzhe, (2012)
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Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study
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Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study
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