Simultaneous Spatial Panel Data Models with Common Shocks
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Publication:6149872
DOI10.1080/07350015.2022.2046007OpenAlexW4214588780WikidataQ114639487 ScholiaQ114639487MaRDI QIDQ6149872
Publication date: 5 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://www.bostonfed.org/-/media/Documents/Workingpapers/PDF/rpa1703.pdf
panel data modelsprincipal componentsspatial modelscommon shocksquasi-maximum likelihood estimationsimultaneous equation systeminferential theory
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