A matrix exponential spatial specification approach to panel data models

被引：0

作者：

Calebe Figueiredo

Alan Ricardo da Silva

机构：

[1] Universidade de Brasilia,Departamento de Estatistica

[2] Universidade de Brasilia,Departamento de Estatistica

来源：

Empirical Economics | 2015年 / 49卷

关键词：

Spatial econometrics; Fixed effects; MESS; Panel data;

D O I：

暂无

中图分类号：

学科分类号：

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：14

共 11 条

[1]

Elhorst P(2003)Specification and estimation of spatial panel data models Int Reg Sci Rev 26 244-268

[2]

Kapoor M(2007)Panel data models with spatially correlated error components J Econ 140 97-130

[3]

Kelejian H(2002)A generalized moments estimator for the autoregressive parameter in a spatial model Int Econ Rev 40 509-533

[4]

Prucha I(2007)A matrix exponential spatial specification J Econ 140 190-214

[5]

Kelejian H(1975)Estimation methods for models of spatial interaction J Am Stat Assoc 70 120-126

[6]

Prucha I(2007)Computational algorithm for estimation of panel data models with two fixed effects Braz J Math Stat 25 19-32

[7]

LeSage JP(undefined)undefined undefined undefined undefined-undefined

[8]

Pace K(undefined)undefined undefined undefined undefined-undefined

[9]

Ord J(undefined)undefined undefined undefined undefined-undefined

[10]

Silva AR(undefined)undefined undefined undefined undefined-undefined

← 1 2 →