Estimation of spatial autoregressive panel data models with fixed effects

Journal of Econometrics

Volumn 154, Issue 2, 2010, Pages 165-185

  Lee, Lung fei ^a   Yu, Jihai ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b UNIVERSITY OF KENTUCKY   (United States)

Author keywords

Conditional likelihood; Fixed effects; Panel data; Quasi maximum likelihood estimation; Spatial autoregression

Indexed keywords

CONDITIONAL LIKELIHOOD; FIXED EFFECTS; PANEL DATA; QUASI-MAXIMUM LIKELIHOOD ESTIMATION; SPATIAL AUTOREGRESSION;

MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SYNTHETIC APERTURES;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 70349968092     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.08.001     Document Type: Article

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