Panel data models with spatially correlated error components

DOI10.1016/j.jeconom.2006.09.004zbMath1418.62482OpenAlexW2161162628MaRDI QIDQ280270

Harry H. Kelejian, Ingmar R. Prucha, Mudit Kapoor

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.09.004

zbMATH Keywords

panel data modelerror component modelspatial model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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