This paper focuses on the estimation and predictive performance of several estimators for the dynamic and autoregressive spatial lag panel data model with spatially correlated disturbances. In the spirit of Arellano and Bond (1991) and Mutl (2006), a dynamic spatial GMM estimator is proposed based on Kapoor, Kelejian and Prucha (2007) for the Spatial AutoRegressive (SAR) error model. The main idea is to mix non-spatial and spatial instruments to obtain consistent estimates of the parameters. Then, a linear predictor of this spatial dynamic model is derived. Using Monte Carlo simulations, we compare the performance of the GMM spatial estimator to that of spatial and non-spatial estimators and illustrate our approach with an application to ne...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
We extend the three-step generalized methods of moments (GMM) approach of Kapoor et al. (2007), whic...
This paper focuses on the estimation and predictive performance of several estimators for the time-s...
This paper focuses on the estimation and predictive performance of several estimators for the time-s...
This paper focuses on the estimation and predictive performance of several estimators for the time-s...
No senior authorship involved. The recent progress in spatial econometrics offers a number of estima...
Since there is so far no estimator that allows to estimate a dynamic panel model that includes a spa...
[Departement_IRSTEA]Territoires [TR1_IRSTEA]DTAMInternational audienceThe recent progress in spatial...
This paper investigates the ?finite sample properties of estimators for spatial dynamic panel models...
Since there is so far no estimator that allows to estimate a dynamic panel model that includes a spa...
This paper investigates the �finite sample properties of estimators for spatial dynamic panel models...
This paper investigates the \u85nite sample properties of estimators for spatial dynamic panel model...
This paper investigates the \u85nite sample properties of estimators for spatial dynamic panel model...
We extend the three-step generalized methods of moments (GMM) approach of Kapoor, Kelejian, and Pruc...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
We extend the three-step generalized methods of moments (GMM) approach of Kapoor et al. (2007), whic...
This paper focuses on the estimation and predictive performance of several estimators for the time-s...
This paper focuses on the estimation and predictive performance of several estimators for the time-s...
This paper focuses on the estimation and predictive performance of several estimators for the time-s...
No senior authorship involved. The recent progress in spatial econometrics offers a number of estima...
Since there is so far no estimator that allows to estimate a dynamic panel model that includes a spa...
[Departement_IRSTEA]Territoires [TR1_IRSTEA]DTAMInternational audienceThe recent progress in spatial...
This paper investigates the ?finite sample properties of estimators for spatial dynamic panel models...
Since there is so far no estimator that allows to estimate a dynamic panel model that includes a spa...
This paper investigates the �finite sample properties of estimators for spatial dynamic panel models...
This paper investigates the \u85nite sample properties of estimators for spatial dynamic panel model...
This paper investigates the \u85nite sample properties of estimators for spatial dynamic panel model...
We extend the three-step generalized methods of moments (GMM) approach of Kapoor, Kelejian, and Pruc...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
We extend the three-step generalized methods of moments (GMM) approach of Kapoor et al. (2007), whic...