.png){kind=icon}
返回
Panel data models with spatially correlated error components
.png){kind=icon}
OA
AI
DOI：10.1016/j.jeconom.2006.09.004.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
In this paper we consider a panel data model with error components that are both spatially and time-wise correlated. The model blends specifications typically considered in the spatial literature with those considered in the error components literature. We introduce generalizations of the generalized moments estimators suggested in Kelejian and Prucha (1999. A generalized moments estimator for the autoregressive parameter in a spatial model. International Economic Review 40, 509-533) for estimating the spatial autoregressive parameter and the variance components of the disturbance process. We then use those estimators to define a feasible generalized least squares procedure for the regression parameters. We give formal large sample results for the proposed estimators. We emphasize that our estimators remain computationally feasible even in large samples. (C) 2006 Elsevier B.V. All rights reserved.
Keyword:
panel data model
spatial model
error component model
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
4
论文数:
5.2K
被引数:
3.0W
机构
暂无机构信息
引用论文
分享收藏DiP230: Dielectric spectroscopy of some Ba(B′1/2B″1/2)O3complex perovskites in the 1011–1014Hz range
PREAI
分享收藏Role of Oxidative Stress in HIV-1-Associated Neurocognitive Disorder and Protection by Gene Delivery of Antioxidant Enzymes.png)
AntioxidantsOAAI
AntioxidantsIF0
OAAI分享收藏
查看更多内容