Similar Search Results

Estimation of higher-order spatial autoregressive panel data error component models

Badinger, Harald; Egger, Peter - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

Persistent link: https://www.econbiz.de/10003808637

GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances

Badinger, Harald (contributor); Egger, Peter (contributor) - 2008

This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...

Persistent link: https://www.econbiz.de/10003748246

GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models

Badinger, Harald - 2008

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

Persistent link: https://www.econbiz.de/10012771862

Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects

Baltagi, Badi H. - 2011

cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests … an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model …

Persistent link: https://www.econbiz.de/10013127387

GM Estimation of Higher-Order Spatial Autoregressive Processes in Cross-Section Models with Heteroskedastic Disturbances

Badinger, Harald; Egger, Peter - 2021

Persistent link: https://www.econbiz.de/10013316494

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H. (contributor); … - 2008

theory is kept general to cover a wide range of settings. We note the estimation theory developed by Kelejian and Prucha …

Persistent link: https://www.econbiz.de/10003790570

A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008

In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...

Persistent link: https://www.econbiz.de/10003792846

Estimation and inference in spatial models with dominant units

Pesaran, M. Hashem; Yang, Cynthia Fan - 2019

Estimation and inference in the spatial econometrics literature are carried out assuming that the matrix of spatial or network connections has uniformly bounded absolute column sums in the number of cross-section units, n. In this paper, we consider spatial models where this restriction is...

Persistent link: https://www.econbiz.de/10011987935

Robust Inference for Panel Quantile Regression Models with Individual Fixed Effects and Serial Correlation

Yoon, Jungmo - 2019

This paper develops cluster robust inference methods for panel quantile regression (QR) models with individual fixed … estimation of panel data, illustrated by Bertrand, Duflo, and Mullainathan (2004). Thus, we propose a clustered covariance matrix … estimator that solves this problem in panel QR models. In addition, we develop two cluster robust tests and establish their …

Persistent link: https://www.econbiz.de/10012902020

Distribution free estimation of spatial autoregressive binary choice panel data models

Arduini, Tiziano - 2016

panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …) heteroskedasticity and autocorrelation. Without imposing any parametric structure on the error terms, we consider the semiparametric …

Persistent link: https://www.econbiz.de/10011705647