Dynamic spatial panel data models with common shocks
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Publication:2043260
DOI10.1016/j.jeconom.2020.12.002OpenAlexW3119302106MaRDI QIDQ2043260
Publication date: 30 July 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.12.002
maximum likelihood estimationpanel data modelsspatial interactionsincidental parameterscross-sectional dependencecommon shocks
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Related Items
Estimation and inference in heterogeneous spatial panels with a multifactor error structure ⋮ Identifying latent group structures in spatial dynamic panels ⋮ Simultaneous Spatial Panel Data Models with Common Shocks ⋮ Shrinkage estimation of network spillovers with factor structured errors ⋮ Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity ⋮ Estimation and variable selection for high-dimensional spatial dynamic panel data models ⋮ A spatial panel quantile model with unobserved heterogeneity
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