Unconditional Maximum Likelihood Estimation of Linear and Log‐Linear Dynamic Models for Spatial Panels
By J. Paul Elhorst. 2005
219 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/8896bb26744a7437006b361b3f3a4f97263d87f0
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In Economics and Econometrics
- J. Paul Elhorst
- Jihai Yu
- Zhenlin Yang
- Lung-fei Lee
- Gianfranco Piras
- Harry H. Kelejian
- Solmaria Halleck Vega
- Luc Anselin
Citations in the corpus
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE (2015, background): “In contrast, Elhorst (2004, 2010), Su and Yang (2007), and Yu, Jong, and Lee (2008) employ a spatial approach to model the cross-section dependence.”
- Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes (2014, methodology): “See, e.g., Baltagi (2008), Elhorst (2005), and Debarsy et al. (2010).”
- A spatial model incorporating dynamic, endogenous network interdependence: A political science application (2010, background): “6 The conditional likelihood for the STAR model [13–15], which assumes the first observations are non-stochastic, is a simple extension of the standard spatial autoregressive (or SAR)model likelihood.”
- Some recent developments in spatial panel data models (2010, methodology): “Elhorst (2005) estimates the model with fixed effects µn eliminated by time differencing.”
- Unified M-estimation of fixed-effects spatial dynamic models with short panels (2018, background): “…where the spatial effects may appear in the model either in the form of spatial lag(s) of the response variable (Yu et al., 2008; Yu and Lee, 2010; Lee and Yu, 2010a; Korniotis, 2010; Elhorst, 2010), or in the form of spatial errors (Elhorst, 2005; Yang et al., 2006; Mutl, 2006; Su and Yang, 2015).”
- Dynamic spatial panels: models, methods, and inferences (2012, methodology): “Just as in Elhorst (2001, 2005, 2010d), they treat the first period cross-section as endogenous, using the Bhargava and Sargan (1983) approximation.”