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Instrumental variable estimation of a spatial autoregressive panel model with random effects

Baltagi, Badi H.; Liu, Long - In: Economics letters 111 (2011) 2, pp. 135-137

Persistent link: https://www.econbiz.de/10009242395

An improved generalized moments estimator for a spatial moving average error model

Baltagi, Badi H.; Liu, Long - In: Economics letters 113 (2011) 3, pp. 282-284

Persistent link: https://www.econbiz.de/10009503063

A note on 2SLS estimation of the mixed regressive spatial autoregressive model

Liu, Long - In: Economics letters 134 (2015), pp. 49-52

Persistent link: https://www.econbiz.de/10011432222

Prediction in a generalized spatial panel data model with serial correlation

Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 35 (2016) 7, pp. 573-591

Persistent link: https://www.econbiz.de/10011610045

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

Baltagi, Badi H. - 2011

This paper extends the instrumental variable estimators of Kelejian and Prucha (1998) and Lee (2003) proposed for the 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...

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

Testing for spatial correlation under a complete bipartite network

Baltagi, Badi H.; Liu, Long - In: Economics letters 241 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015078585