Bias correction for fixed effects spatial panel data models

Bias correction for fixed effects spatial panel data models

This paper examines the finite sample properties of the quasi maximum likelihood (QML) estimators of the fixed effects spatial panel data (FE-SPD) models of Lee and Yu (2010). Following the general bias correction methods recently developed by Yang (2015), we derive up to third-order bias correction...

Saved in:

書目詳細資料
Main Authors:	Yang, Zhenlin, YU, Jihai, LIU, Shew Fan
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2015
主題:	Bias correction Variance correction Bootstrap Spatial panel Individual fixed effects Time fixed effects Quasi maximum likelihood Spatial lag Spatial error Spatial ARAR Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1754 https://ink.library.smu.edu.sg/context/soe_research/article/2753/viewcontent/04_2015.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

相似書籍

Bias correction and refined inferences for fixed effects spatial panel data models
由: YANG, Zhenlin, et al.
出版: (2016)

QML estimation of dynamic panel data models with spatial errors
由: SU, Liangjun, et al.
出版: (2015)

QML Estimation of Dynamic Panel Data Models with Spatial Errors
由: SU, Liangjun, et al.
出版: (2013)

Robust estimation and inference of spatial panel data models with fixed effects
由: LIU, Shew Fan, et al.
出版: (2020)

Specification tests for temporal heterogeneity in spatial panel models with fixed effects
由: XU, Yuhong, et al.
出版: (2019)

Specification tests for temporal heterogeneity in spatial panel data models with fixed effects
由: XU, Yuhong, et al.
出版: (2020)

Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions
由: YANG, Zhenlin
出版: (2013)

Unified M-estimation of fixed-effects spatial dynamic models with short panels
由: YANG, Zhenlin
出版: (2018)

Unified M-estimation of fixed-effects spatial dynamic models with short panels
由: YANG, Zhenlin
出版: (2015)

Improved Inferences for Spatial Regression Models
由: LIU, Shew Fan, et al.
出版: (2015)

Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity
由: LI, Liyao, et al.
出版: (2020)

Joint tests for dynamic and spatial effects in short dynamic panel data models with fixed effects and heteroskedasticity
由: YANG, Zhenlin
出版: (2021)

Spatial panel data models: Unbalanced panel, threshold effect and network structure
由: MENG, Xiaoyu
出版: (2022)

Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model
由: LIU, Shew Fan, et al.
出版: (2014)

Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model
由: LIU, Shew Fan, et al.
出版: (2015)

Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model
由: LIU, Shew Fan, et al.
出版: (2015)

Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
由: YANG, Zhenlin
出版: (2018)

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
由: BALTAGI, Badi H., et al.
出版: (2018)

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
由: BALTAGI, Badi K., et al.
出版: (2020)

On Refined and Robust Inferences for Spatial Econometric Models
由: LIU, Shew Fan
出版: (2016)

Spatial panel data models with temporal heterogeneity
由: XU, Yuhong
出版: (2020)

Bias-Corrected Estimation for Spatial Autocorrelation
由: YANG, Zhenlin
出版: (2010)

Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
由: SU, Liangjun, et al.
出版: (2010)

Initial-condition free estimation of fixed effects dynamic panel data models
由: YANG, Zhenlin
出版: (2014)

Functional Form and Spatial Dependence in Dynamic Panels
由: YANG, Zhenlin, et al.
出版: (2006)

Spatial dynamic panel data models with correlated random effects
由: LI, Liyao, et al.
出版: (2018)

Spatial dynamic panel data models with correlated random effects
由: LI, Liyao, et al.
出版: (2021)

A practical test for strict exogeneity in linear panel data models with fixed effects
由: SU, Liangjun, et al.
出版: (2016)

Spatial dynamic models with short panels: Evaluating the impact of home purchase restrictions on housing prices
由: HUANG, Naqun, et al.
出版: (2021)

A General Method for Third-Order Bias and Variance Corrections on a Nonlinear Estimator
由: YANG, Zhenlin
出版: (2015)

Predicting the integrals of gaussian random fields in fixed-domain asymptotics
由: CHEN XIN
出版: (2010)

Determination of different types of fixed effects in three-dimensional panels
由: LU, Xun, et al.
出版: (2018)

On Joint Modelling and Testing for Local and Global Spatial Externalities
由: YANG, Zhenlin
出版: (2006)

Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
由: YANG, Zhenlin
出版: (2007)

Improved likelihood inferences for Weibull regression model
由: SHEN, Yan, et al.
出版: (2017)

A trimmed mean approach to finding spatial outliers
由: Hu, T., et al.
出版: (2014)

Profile likelihood estimation of partially linear panel data models with fixed effects
由: SU, Liangjun, et al.
出版: (2006)

THE URBAN POOR IN SINGAPORE: EDUCATIONAL OUTCOMES AND ASPIRATIONS
由: THAM KAH JUN GREGORY
出版: (2019)

Indirect Inference for Dynamic Panel Models
由: Gourieroux, Christian, et al.
出版: (2007)

Indirect Inference for Dynamic Panel Models
由: GOURIEROUX, Christian, et al.
出版: (2006)