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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
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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
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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
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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
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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
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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
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The Mundlak spatial estimator
Baltagi, Badi H. - 2023
Persistent link: https://www.econbiz.de/10014382630
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Spatial panels
Baltagi, Badi H. - In: Handbook of empirical economics and finance, (pp. 435-454). 2011
Persistent link: https://www.econbiz.de/10009130110
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Random effects and spatial autocorrelation with equal weights
Baltagi, Badi H. - In: Econometric theory 22 (2006) 5, pp. 973-984
Persistent link: https://www.econbiz.de/10003379125
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LM tests for functional form and spatial error correlation
Baltagi, Badi H.; Li, Dong - In: International regional science review 24 (2001) 2, pp. 194-225
Persistent link: https://www.econbiz.de/10001601855