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 estimators u...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2013
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/1490 https://ink.library.smu.edu.sg/context/soe_research/article/2489/viewcontent/Panel_QMLE20121005.pdf |
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