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Estimation of Spatial Panel Data Models with Time Varying Spatial Weights Matrices
Spatial autoregression Panel data Time varying spatial weights matrices Fixed e¤ects Maximum likelihood Impact analysis
2016/1/26
This paper investigates the quasi-maximum likelihood (QML) estimation of spatial panel data models where spatial weights matrices can be time varying. We show that QML estimate is consistent and asymp...
Estimation of Spatial Panel Data Models with Time Varying Spatial Weights Matrices
Spatial autoregression Panel data Time varying spatial weights matrices Fixed e¤ects Maximum likelihood Impact analysis
2016/1/20
This paper investigates the quasi-maximum likelihood (QML) estimation of spatial panel data models where spatial weights matrices can be time varying. We show that QML estimate is consistent and asymp...
QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Spatial autoregression Dynamic panels Time varying spatial weights matrix Fixed ef- fects Maximum likelihood
2016/1/19
This paper investigates the quasi-maximum likelihood estimation of spatial dynamic panel data mod-els where spatial weights matrices can be time varying. We …nd that QML estimate is consistent and asy...