Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions

Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions

This article considers quasi-maximum likelihood estimations (QMLE) for two spatial panel data regression models: mixed effects model with spatial errors and transformed mixed effects model (where response and covariates are transformed) with spatial errors. One aim of transformation is to normalize...

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Bibliographic Details
Main Author: YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Asymptotics
Flexible functional form
Fixed effects
Quasi-maximum likelihood
Random Effects
Spatial error correlation
Demand equation
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1575
https://ink.library.smu.edu.sg/context/soe_research/article/2574/viewcontent/504635201f04d7950f.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1575
https://ink.library.smu.edu.sg/context/soe_research/article/2574/viewcontent/504635201f04d7950f.pdf

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