Efficient GMM estimation of spatial dynamic panel data models with fixed effects
type: Item
instance of: scholarly article
title: Efficient GMM estimation of spatial dynamic panel data models with fixed effects
zbMATH Open document ID: 1293.62193
author: Lung-fei Lee
author: Jihai Yu
published in: Journal of Econometrics
publication date: 2014-06-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H11
zbMATH DE Number: 6300647
zbMATH Keywords: spatial autoregression
zbMATH Keywords: dynamic panels
zbMATH Keywords: fixed effects
zbMATH Keywords: generalized method of moment
zbMATH Keywords: many moments
MaRDI profile type: Publication
full work available at URL: j.jeconom.2014.03.003
OpenAlex ID: W2081580112
cites work: The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
cites work: Estimation of Dynamic Models with Error Components
cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
cites work: Another look at the instrumental variable estimation of error-components models
cites work: Testing for serial correlation, spatial autocorrelation and random effects using panel data
cites work: Alternative Approximations to the Distributions of Instrumental Variable Estimators
cites work: Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
cites work: Initial conditions and moment restrictions in dynamic panel data models
cites work: The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
cites work: Consistent Estimation with a Large Number of Weak Instruments
cites work: Choosing the Number of Instruments
cites work: GMM with Many Moment Conditions
cites work: Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
cites work: Panel data models with spatially correlated error components
cites work: On the asymptotic distribution of the Moran \(I\) test stastistic with applications
cites work: Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
cites work: Estimating Panel Models With Internal and External Habit Formation
cites work: GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
cites work: Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
cites work: EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
cites work: A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
cites work: An efficient GMM estimator of spatial autoregressive models
cites work: NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
cites work: Consistent Estimates Based on Partially Consistent Observations
cites work: Biases in Dynamic Models with Fixed Effects
cites work: Estimation Methods for Models of Spatial Interaction
cites work: QML estimation of dynamic panel data models with spatial errors
cites work: Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
cites work: Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
cites work: ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
DOI: 10.1016/J.JECONOM.2014.03.003
description: scientific article