Panel data models with spatially correlated error components

Journal of Econometrics

Volumn 140, Issue 1, 2007, Pages 97-130

  Kapoor, Mudit ^a   Kelejian, Harry H ^b   Prucha, Ingmar R ^b  

^a INDIAN SCHOOL OF BUSINESS   (India)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

Error component model; Panel data model; Spatial model

Indexed keywords

COMPUTATIONAL EFFICIENCY; CORRELATION THEORY; ERROR DETECTION; LEAST SQUARES APPROXIMATIONS; REGRESSION ANALYSIS;

AUTOREGRESSIVE PARAMETER; GENERALIZED MOMENTS ESTIMATORS; SPATIALLY CORRELATED;

DATA STRUCTURES;

EID: 34547582105     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.09.004     Document Type: Article

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