Bias correction and refined inferences for fixed effects spatial panel data models
This paper first presents simple methods for conducting up to third-order bias and variance corrections for the quasi maximum likelihood (QML) estimators of the spatial parameter(s) in the fixed effects spatial panel data (FE-SPD) models. Then, it shows how the bias and variance corrections lead to...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1919 https://ink.library.smu.edu.sg/context/soe_research/article/2918/viewcontent/BiasCorrectionRefinedInferencesSPD_Sept2015.pdf |
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| Institution: | Singapore Management University |
| Language: | English |