Unified M-estimation of fixed-effects spatial dynamic models with short panels
It is well known that quasi maximum likelihood (QML) estimation of dynamic panel data (DPD) models with short panels depends on the assumptions on the initial values, and a wrong treatment of them will result in inconsistency and serious bias. The same issues apply to spatial DPD (SDPD) models with...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1783 https://ink.library.smu.edu.sg/context/soe_research/article/2782/viewcontent/14_2015.pdf |
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| Institution: | Singapore Management University |
| Language: | English |