EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects

DOI10.1080/07474938.2014.956030zbMath1491.62177OpenAlexW2089119087MaRDI QIDQ5863558

Ying Deng, Badi H. Baltagi

Publication date: 3 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.956030

zbMATH Keywords

panel datasimultaneous equationsspatial modelerror componentsthree-stage least squares

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)

Related Items (7)

Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models ⋮ Determinants of firm-level domestic sales and exports with spillovers: evidence from China ⋮ Multivariate spatial autoregressive model for large scale social networks ⋮ SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS ⋮ Simultaneous Spatial Panel Data Models with Common Shocks ⋮ Distributed estimation and inference for spatial autoregression model with large scale networks ⋮ The Special Issue in Honor of Aman Ullah: An Overview

Cites Work

• Unnamed Item
• Finite sample properties of maximum likelihood estimator in spatial models
• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• A test for spatial autocorrelation in seemingly unrelated regressions
• Simultaneous equations with error components
• Simultaneous equations and panel data
• Econometric analysis of panel data
• Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• A Generalized Spatial Panel Data Model with Random Effects

This page was built for publication: EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects