Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration

Journal of Econometrics

Volumn 167, Issue 1, 2012, Pages 16-37

  Yu, Jihai ^a   De Jong, Robert ^b   Lee, Lung Fei ^b  

^a Peking University   (China)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Bias correction; Dynamic panels; Fixed effects; Generalized method of moments; Quasi maximum likelihood estimation; Spatial autoregression; Spatial cointegration; Unit root

Indexed keywords

BIAS CORRECTION; COINTEGRATION; DYNAMIC PANELS; FIXED EFFECTS; GENERALIZED METHOD OF MOMENTS; QUASI-MAXIMUM LIKELIHOOD ESTIMATION; SPATIAL AUTOREGRESSION; UNIT ROOT;

EIGENVALUES AND EIGENFUNCTIONS; METHOD OF MOMENTS; REGRESSION ANALYSIS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 84856321122     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.05.014     Document Type: Article

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