QML estimation of dynamic panel data models with spatial errors

Journal of Econometrics

Volumn 185, Issue 1, 2015, Pages 230-258

  Su, Liangjun ^a   Yang, Zhenlin ^a  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Bootstrap standard errors; Dynamic panel; Fixed effects; Initial observations; Quasi maximum likelihood; Random effects; Spatial error dependence

Indexed keywords

ERRORS; INTELLIGENT SYSTEMS; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; RANDOM PROCESSES; SAMPLING; VOLTAGE MEASUREMENT;

DYNAMIC PANELS; FIXED EFFECTS; INITIAL OBSERVATIONS; QUASI MAXIMUM LIKELIHOOD; RANDOM EFFECTS; SPATIAL ERRORS; STANDARD ERRORS;

RANDOM ERRORS;

EID: 84922559478     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2014.11.002     Document Type: Article

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