Estimation of spatial panel data models with randomly missing data in the dependent variable

Regional Science and Urban Economics

Volumn 43, Issue 3, 2013, Pages 521-538

  Wang, Wei ^a   Lee, Lung fei ^b  

^a Shanghai Jiao Tong University   (China)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Dependent variable; GMM estimation; Imputation; Missing data; Mundlak approach; Nonlinear least squares; Spatial autoregressive models; Unknown heteroscedasticity

Indexed keywords

ECONOMETRICS; LEAST SQUARES METHOD; MAXIMUM LIKELIHOOD ANALYSIS; MONTE CARLO ANALYSIS; NUMERICAL MODEL; PANEL DATA; SPATIAL ANALYSIS;

EID: 84875852153     PISSN: 01660462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.regsciurbeco.2013.02.001     Document Type: Article

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