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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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

id	sg-smu-ink.soe_research-1177
record_format	dspace
spelling	sg-smu-ink.soe_research-11772018-05-07T05:21:32Z Functional Form and Spatial Dependence in Dynamic Panels YANG, Zhenlin LI, Chen Wei TSE, Yiu Kuen 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. 2006-04-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/178 info:doi/10.1016/j.econlet.2005.11.011 https://ink.library.smu.edu.sg/context/soe_research/article/1177/viewcontent/Yang_Tse_Functional_Form_2006.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Functional form Spatial correlation Maximum likelihood estimation Econometrics
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Functional form Spatial correlation Maximum likelihood estimation Econometrics
spellingShingle	Functional form Spatial correlation Maximum likelihood estimation Econometrics YANG, Zhenlin LI, Chen Wei TSE, Yiu Kuen Functional Form and Spatial Dependence in Dynamic Panels
description	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.
format	text
author	YANG, Zhenlin LI, Chen Wei TSE, Yiu Kuen
author_facet	YANG, Zhenlin LI, Chen Wei TSE, Yiu Kuen
author_sort	YANG, Zhenlin
title	Functional Form and Spatial Dependence in Dynamic Panels
title_short	Functional Form and Spatial Dependence in Dynamic Panels
title_full	Functional Form and Spatial Dependence in Dynamic Panels
title_fullStr	Functional Form and Spatial Dependence in Dynamic Panels
title_full_unstemmed	Functional Form and Spatial Dependence in Dynamic Panels
title_sort	functional form and spatial dependence in dynamic panels
publisher	Institutional Knowledge at Singapore Management University
publishDate	2006
url	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
_version_	1770569057347567616

Functional Form and Spatial Dependence in Dynamic Panels

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