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Volumn 184, Issue 1, 2015, Pages 174-192

Estimation of fixed effects panel regression models with separable and nonseparable space-time filters

Author keywords

Exact likelihood function; Explosive roots; Fixed effects; Panel data; Quasi maximum likelihood estimation; Space time filter; Spatial autoregression; Spatial cointegration; Time effects

Indexed keywords

EXPLOSIVES; METADATA; RADIO COMMUNICATION; REGRESSION ANALYSIS;

EID: 84913534777     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2014.08.006     Document Type: Conference Paper
Times cited : (29)

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