Add to ORKGThis 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 2SLS estimator to this spatial panel model.Panel Data, Spatial Model, Two Stage Least Squares, Error Components.
An estimation framework and a user-friendly software implementation are described for maximum likeli...
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type inst...
This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial au...
This paper extends the instrumental variable estimators of Kelejian and Prucha (1998) and Lee (2003)...
Part of the Economics Commons This Working Paper is brought to you for free and open access by the M...
This article provides a survey of the specification and estimation of spatial panel data models. The...
I consider a panel vector-autoregressive model with cross-sectional dependence of the disturbances c...
This dissertation consists of two essays on the estimation and inference for spatial economic models...
This paper surveys panel data models extended to spatial error autocorrelation or a spatially lagged...
1It is described a procedure for maximum likelihood estimation of panel models incorporating: random...
1I describe maximum likelihood estimation of panel models incorporating: random effects and spatial ...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
In this paper, we consider a spatial-autoregressive model with autoregressive disturbances, where we...
This paper puts forward a new instrumental variables (IV) approach for linear panel data models with...
This paper develops an estimator for higher-order spatial autoregressive panel data error component ...
An estimation framework and a user-friendly software implementation are described for maximum likeli...
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type inst...
This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial au...
This paper extends the instrumental variable estimators of Kelejian and Prucha (1998) and Lee (2003)...
Part of the Economics Commons This Working Paper is brought to you for free and open access by the M...
This article provides a survey of the specification and estimation of spatial panel data models. The...
I consider a panel vector-autoregressive model with cross-sectional dependence of the disturbances c...
This dissertation consists of two essays on the estimation and inference for spatial economic models...
This paper surveys panel data models extended to spatial error autocorrelation or a spatially lagged...
1It is described a procedure for maximum likelihood estimation of panel models incorporating: random...
1I describe maximum likelihood estimation of panel models incorporating: random effects and spatial ...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
In this paper, we consider a spatial-autoregressive model with autoregressive disturbances, where we...
This paper puts forward a new instrumental variables (IV) approach for linear panel data models with...
This paper develops an estimator for higher-order spatial autoregressive panel data error component ...
An estimation framework and a user-friendly software implementation are described for maximum likeli...
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type inst...
This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial au...