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 prove consistency and derive the limiting distributions...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1485 https://ink.library.smu.edu.sg/context/soe_research/article/2484/viewcontent/SuYang_JOE10112014.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |