Efficient GMM estimation of spatial dynamic panel data models with fixed effects
By Lung-fei Lee, Jihai Yu. 2014
188 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/c9cecfa0a54a827166e825d83f93d4866ef9fd3e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- A. Ahrens
- J. Paul Elhorst
- Arnab Bhattacharjee
- Zhenlin Yang
- Luc Anselin
- Gianfranco Piras
- Lung-fei Lee
- Jihai Yu
Citations in the corpus
- Two-Step Lasso Estimation of the Spatial Weights Matrix (2015, background): “1), have recently attracted much attention; see, for example, [18–22].”
- Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (2018, unknown): “In the following we verify (53)-(55) with η 2 = vλ = λ ′V λ, for any λ ∈ Rp such that λ′λ = 1.”
- Dynamic spatial panels: models, methods, and inferences (2012, methodology): “The main message of these studies seems to be that the bias Lee and Yu (2010c) have recently found to occur in theory may reduce so strongly that they become acceptable in practice.”