Estimating models of complex FDI: are there third-country effects?
From MaRDI portal
Publication:280283
DOI10.1016/J.JECONOM.2006.09.009zbMath1418.62410OpenAlexW2072755087MaRDI QIDQ280283
Peter Egger, Michael Pfaffermayr, Badi H. Baltagi
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://surface.syr.edu/cpr/91
spatial econometricscomplex FDIgeneralized moments (GM) estimatorsmutlinational firmspanel econometrics
Related Items (14)
Maximum likelihood estimation of spatially and serially correlated panels with random effects ⋮ Estimating regional trade agreement effects on FDI in an interdependent world ⋮ The Space of Gravity: Spatially Filtered Estimation of a Gravity Model for Bilateral Trade ⋮ Multilateral Resistance and the Euro Effects on Trade Flows ⋮ An unbalanced spatial panel data approach to US state tax competition ⋮ Exporting spatial externalities ⋮ SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS ⋮ Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances ⋮ Estimation of spatial autoregressive panel data models with fixed effects ⋮ On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors ⋮ Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration ⋮ Unified M-estimation of matrix exponential spatial dynamic panel specification ⋮ Model selection and model averaging for matrix exponential spatial models ⋮ Large sample properties of the matrix exponential spatial specification with an application to FDI
Cites Work
This page was built for publication: Estimating models of complex FDI: are there third-country effects?
