Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights whenTis small

DOI10.1111/ECTJ.12069OpenAlexW2555950111MaRDI QIDQ5093945

Xiaoliang Wang, Xi Qu, Lung-fei Lee

Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12069

zbMATH Keywords

fixed effectsspatial correlationpublic expenditurespatial dynamic panel data modelendogenous spatial weights

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Spatial dynamic panel data models with correlated random effects ⋮ Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables ⋮ A spatial latent class model ⋮ Testing spatial dependence in spatial models with endogenous weights matrices

This page was built for publication: Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights whenTis small