Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
type: Item
instance of: scholarly article
title: Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
zbMATH Open document ID: 1441.62908
author: Jihai Yu
author: Lung-fei Lee
author: Robert de Jong
published in: Journal of Econometrics
publication date: 2016-08-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6617046
zbMATH Keywords: spatial autoregression
zbMATH Keywords: dynamic panels
zbMATH Keywords: fixed effects
zbMATH Keywords: quasi-maximum likelihood estimation
zbMATH Keywords: bias correction
zbMATH Keywords: generalized method of moments
zbMATH Keywords: spatial cointegration
zbMATH Keywords: unit root
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.05.014
OpenAlex ID: W1987634618
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DOI: 10.1016/J.JECONOM.2011.05.014
description: scientific article; zbMATH DE number 6617046