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Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...

Baltagi, Badi H.; Bresson, Georges - 2010

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

Persistent link: https://www.econbiz.de/10009013035

Estimation of dynamic nonlinear random effects models with unbalanced panels

Albarran, Pedro; Carrasco, Raquel; Carro, Jesús M. - 2015

Persistent link: https://www.econbiz.de/10010501911

Modélisation dynamique de la participation au marché du travail des femmes en couple

Edon, Cyrique; Kamionka, Thierry - 2006

Persistent link: https://www.econbiz.de/10003342574

Modelling the initial conditions in dynamic regression models of panel data with random effects

Kazemi, I.; Crouchley, Robert - In: Panel data econometrics : theoretical contributions and …, (pp. 91-117). 2006

Persistent link: https://www.econbiz.de/10003331432

Estimation and inference in panel structure models

Sun, Yixiao (contributor) - 2005

Persistent link: https://www.econbiz.de/10003761905

Dynamic factor analysis in the presence of missing data

Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - 2009

Persistent link: https://www.econbiz.de/10003813787

Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model

Kruiniger, Hugo - In: Journal of econometrics 144 (2008) 2, pp. 447-464

Persistent link: https://www.econbiz.de/10003774677

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

Yu, Jihai; Jong, Robert M. de; Lee, Lung-fei - In: Journal of econometrics 146 (2008) 1, pp. 118-134

Persistent link: https://www.econbiz.de/10003778230

A Monte Carlo study for pure and pretest estimators of a panel data model with spatially autocorrelated disturbances

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Annales d'économie et de statistique 87/88 (2007), pp. 11-38

Persistent link: https://www.econbiz.de/10003803949

The behavior of the maximum likelihood estimator of dynamic panel data sample selection models

Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2007

Persistent link: https://www.econbiz.de/10003492463

A service of the