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QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity - MaRDI portal

QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity (Q2421453)

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QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
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    QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity (English)
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    17 June 2019
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    MESS
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    panel data
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    QMLE
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    heteroskedasticity
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    spatial dependence
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    quasi maximum likelihood
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    estimators
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    asymptotically normal
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