Instrumental variable estimation of a spatial autoregressive panel model with random effects

DOI10.1016/J.ECONLET.2011.01.016zbMath1274.62640OpenAlexW2092365089MaRDI QIDQ547088

Long Liu, Badi H. Baltagi

Publication date: 30 June 2011

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://surface.syr.edu/cgi/viewcontent.cgi?article=1070&context=ecn

zbMATH Keywords

panel dataspatial modelerror componentstwo stage least squares

Mathematics Subject Classification ID

Inference from spatial processes (62M30)

Related Items (3)

Spatial–temporal variation of casuarina spread in Cauvery delta and north eastern zone of Tamil Nadu, India: a spatial autoregressive model ⋮ EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects ⋮ Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model

Cites Work

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• A note on the application of EC2SLS and EC3SLS estimators in panel data models
• Simultaneous equations with error components
• Simultaneous equations and panel data
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Useful matrix transformations for panel data analysis: a survey
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

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