Spatial dynamic panel data models with interactive fixed effects

Journal of Econometrics

Volumn 197, Issue 2, 2017, Pages 323-347

  Shi, Wei ^a   Lee, Lung fei ^b  

^a JINAN UNIVERSITY   (China)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Dynamics; Multiplicative individual and time effects; Spatial panel

Indexed keywords

DYNAMICS; MAXIMUM LIKELIHOOD; ECONOMICS; MATHEMATICAL TECHNIQUES;

ASYMPTOTIC DISTRIBUTIONS; MONTE CARLO EXPERIMENTS; QUASI-MAXIMUM LIKELIHOOD ESTIMATION; SPATIAL DYNAMIC PANELS; SPATIAL HETEROGENEITY; SPATIAL INTERACTION; SPATIAL PANEL; TIME EFFECT;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 85011288753     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2016.12.001     Document Type: Article

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