Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

Journal of Econometrics

Volumn 146, Issue 1, 2008, Pages 118-134

  Yu, Jihai ^a   de Jong, Robert ^b   Lee, Lung fei ^b  

^a UNIVERSITY OF KENTUCKY   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Bias correction; Dynamic panels; Fixed effects; Maximum likelihood estimation; Quasi maximum likelihood estimation; Spatial autoregression

Indexed keywords

ASYMPTOTIC ANALYSIS; BLOCK CODES; ESTIMATION; MAXIMUM LIKELIHOOD;

ASYMPTOTIC PROPERTIES; BIAS CORRECTION; BIAS CORRECTIONS; DYNAMIC PANELS; FIXED EFFECTS; LIMIT DISTRIBUTIONS; MAXIMUM LIKELIHOOD ESTIMATION; PANEL DATA; QUASI-MAXIMUM LIKELIHOOD ESTIMATION; QUASI-MAXIMUM LIKELIHOOD ESTIMATORS; SPATIAL AUTOREGRESSION; TIME PERIODS;

NORMAL DISTRIBUTION;

EID: 52149089652     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.002     Document Type: Article

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