Robust estimation and inference of spatial panel data models with fixed effects
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...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2020
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| Subjects: | |
| Online Access: | 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 |
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| Institution: | Singapore Management University |
| Language: | English |