Functional Form and Spatial Dependence in Dynamic Panels

Functional Form and Spatial Dependence in Dynamic Panels

This paper proposes a generalized dynamic error component model that simultaneously accounts for the effects of functional form and spatial dependence. Maximum likelihood method is used for model estimation and inference. An empirical illustration using the demand for cigarettes data is given.

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Bibliographic Details
Main Authors: YANG, Zhenlin, LI, Chen Wei, TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
Subjects:
Functional form
Spatial correlation
Maximum likelihood estimation
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/178
https://ink.library.smu.edu.sg/context/soe_research/article/1177/viewcontent/Yang_Tse_Functional_Form_2006.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/178
https://ink.library.smu.edu.sg/context/soe_research/article/1177/viewcontent/Yang_Tse_Functional_Form_2006.pdf

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