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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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Detaylı Bibliyografya
Yayımlandı:Proc Natl Acad Sci U S A
Asıl Yazarlar: Jin, Baisuo, Wu, Yuehua, Rao, Calyampudi Radhakrishna, Hou, Li
Materyal Türü: Artigo
Dil:Inglês
Baskı/Yayın Bilgisi: National Academy of Sciences 2020
Konular:
Online Erişim: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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