Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity

DOI10.3982/ECTA13660zbMath1467.62090arXiv1802.01755MaRDI QIDQ4992163

Guido M. Kuersteiner, Ingmar R. Prucha

Publication date: 7 June 2021

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.01755

zbMATH Keywords

social interactionscommon shocksgeneralized methods of momentsendogenous networksforward filteringcentral limit theorem for linear-quadratic formsdynamic spatial panelsgeneralized Helmert transformationtime-varying fixed effects

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to social sciences (62P25) Sequential estimation (62L12) Causal inference from observational studies (62D20)

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