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Estimation and model selection in general spatial dynamic panel data models
Commonly used methods for estimating parameters of a spatial dynamic panel data model include the two-stage least squares, quasi-maximum likelihood, and generalized moments. In this paper, we present an approach that uses the eigenvalues and eigenvectors of a spatial weight matrix to directly constr...
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| Publicado no: | Proc Natl Acad Sci U S A |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
National Academy of Sciences
2020
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7071865/ https://ncbi.nlm.nih.gov/pubmed/32094164 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1917411117 |
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