Spatial dynamic panel data models with correlated random effects
In this paper, M-estimation and inference methods are developed for spatial dynamic panel data models with correlated random effects, based on short panels. The unobserved individual-specific effects are assumed to be correlated with the observed time-varying regressors linearly or in a linearizable...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2018
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2194 https://ink.library.smu.edu.sg/context/soe_research/article/3193/viewcontent/SDPD_CRE_082018_.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|