QML Estimation of Dynamic Panel Data Models with Spatial Errors
We propose quasi maximum likelihood (QML) estimation of dynamic panel models with spatial errors when the cross-sectional dimension (n) is large and the time dimension (T) is fixed. We consider both the random effects and fixed effects models and derive the limiting distributions of the QML estimato...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2006
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/924 https://search.library.smu.edu.sg/primo-explore/fulldisplay?docid=SMU_ALMA2135120750002601&context=L&vid=SMU_NUI&search_scope=Everything&tab=default_tab&lang=en_US |
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| Institution: | Singapore Management University |
| Language: | English |