Robust estimation and inference of spatial panel data models with fixed effects

• المؤلفون الرئيسيون: LIU, Shew Fan, YANG, Zhenlin
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2020
• الموضوعات: Spatial dependence; Spatial panel data; Fixed effects; Unknown heteroskedasticity; Non-normality; AQS estimator; Robust standard error; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/2445; https://ink.library.smu.edu.sg/context/soe_research/article/3444/viewcontent/SARAR_Panel_FEH_2019_11.pdf
• المؤسسة: Singapore Management University

It is well established that the quasi maximum likelihood (QML) estimation of the spatial regression models is generally inconsistent under unknown cross-sectional heteroskedasticity (CH) and the CH-robust methods have been developed. The same issue remains for the spatial panel data (SPD) models but...