We consider estimation of a panel data model where disturbances are "spatially correlated" in the cross-sectional dimension, based on geographic or economic proximity. When the time dimension of the data is large, spatial correlation parameters may be consistently estimated. When the time...

We consider fixed-effect estimation of a production function where inputs and outputs vary over time, space, and individual, and identify estimates of time-varying individual effects, without parametric assumptions on the effects. We discuss sufficient conditions for unbiasedness and for...