Functional form and spatial dependence in dynamic panels

DOI10.1016/j.econlet.2005.11.011zbMath1255.62392OpenAlexW1996503264MaRDI QIDQ1929085

Chenwei Li, Zhenlin Yang, Yiu Kuen Tse

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/178

zbMATH Keywords

maximum likelihood estimationspatial correlation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (13)

Testing for heteroskedasticity and spatial correlation in a two way random effects model ⋮ Variable selection of partially linear varying coefficient spatial autoregressive model ⋮ Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model ⋮ Testing for heteroskedasticity in two-way fixed effects panel data models ⋮ Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels ⋮ Empirical likelihood for spatial dynamic panel data models ⋮ Testing a linear relationship in varying coefficient spatial autoregressive models ⋮ Semiparametric estimation and testing of smooth coefficient spatial autoregressive models ⋮ Spatial dynamic panel data models with correlated random effects ⋮ Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors ⋮ Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models ⋮ Semiparametric GMM estimation of spatial autoregressive models ⋮ QML estimation of dynamic panel data models with spatial errors

Cites Work

• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation
• Useful matrix transformations for panel data analysis: a survey
• Rao's score test in spatial econometrics
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