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...

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Bibliographic Details
Main Authors: Yang, Zhenlin, YU, Jihai, LIU, Shew Fan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
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Online Access:https://ink.library.smu.edu.sg/soe_research/1754
https://ink.library.smu.edu.sg/context/soe_research/article/2753/viewcontent/04_2015.pdf
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Institution: Singapore Management University
Language: English
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