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Bias Correction for Fixed Effects Spatial Panel Data Models
Bootstrap Spatial Panel Individual Fixed Effects Time Fixed Effects
2016/1/26
This paper examines the finite sample properties of the quasi maximum likelihood (QML) esti-mators of the fixed effects spatial panel data (FE-SPD) models of Lee and Yu (2010). Following the general b...
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...
Identification of spatial panel Durbin models
Spatial autoregression Durbin regressors Spatial VAR Dynamic panel Fixed e¤ects Random e¤ects
2016/1/26
Identi…cation of a spatial Durbin model is a concern in the spatial econometrics literature. The concern is similar to the identi…cation of the endogenous e¤ect, the contextual e¤ect and correlation e...
Bias Correction for Fixed Effects Spatial Panel Data Models
Bootstrap Spatial Panel Individual Fixed Effects Time Fixed Effects
2016/1/20
This paper examines the finite sample properties of the quasi maximum likelihood (QML) esti-mators of the fixed effects spatial panel data (FE-SPD) models of Lee and Yu (2010). Following the general b...