Dynamic spatial panel data models with common shocks
type: Item
instance of: scholarly article
title: Dynamic spatial panel data models with common shocks
author: Jushan Bai
author: Kunpeng Li
published in: Journal of Econometrics
publication date: 2021-07-30T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7376511
zbMATH Keywords: panel data models
zbMATH Keywords: spatial interactions
zbMATH Keywords: common shocks
zbMATH Keywords: cross-sectional dependence
zbMATH Keywords: incidental parameters
zbMATH Keywords: maximum likelihood estimation
MaRDI profile type: Publication
full work available at URL: j.jeconom.2020.12.002
OpenAlex ID: W3119302106
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DOI: 10.1016/J.JECONOM.2020.12.002
description: scientific article; zbMATH DE number 7376511