A matrix exponential spatial specification approach to panel data models

被引：8

作者：

Figueiredo, Calebe ^{[1
]}

da Silva, Alan Ricardo ^{[1
]}

机构：

[1] Univ Brasilia, Dept Estat, Brasilia, DF, Brazil

来源：

EMPIRICAL ECONOMICS | 2015年 / 49卷 / 01期

关键词：

Spatial econometrics; Fixed effects; MESS; Panel data;

D O I：

10.1007/s00181-014-0862-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper extends the matrix exponential spatial specification to panel data models. The matrix exponential spatial panel specification produces estimates and inferences comparable to those from conventional spatial panel models, but has computational advantages. We present maximum likelihood approach to the estimation of this spatial model specification and compare the results with the fixed effects spatial autoregressive panel model.

引用

页码：115 / 129

页数：15

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