Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions

• 主要作者: YANG, Zhenlin
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2013
• 主題: Asymptotics; Flexible functional form; Fixed effects; Quasi-maximum likelihood; Random Effects; Spatial error correlation; Demand equation; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/1575; https://ink.library.smu.edu.sg/context/soe_research/article/2574/viewcontent/504635201f04d7950f.pdf
• 機構: Singapore Management University

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...