Spatial dynamic panel data models with correlated random effects

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...

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Bibliographic Details
Main Authors: LI, Liyao, YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
Adjusted quasi score
Dynamic panels
Correlated random effects
Initial-conditions
Martingale difference
Spatial effects
Short panels
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2744
https://ink.library.smu.edu.sg/context/soe_research/article/3743/viewcontent/SpatialDynamicPanelDM_av.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/2744
https://ink.library.smu.edu.sg/context/soe_research/article/3743/viewcontent/SpatialDynamicPanelDM_av.pdf

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