QML estimation of dynamic panel data models with spatial errors
By Liangjun Su, Zhenlin Yang. 2015
147 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/f062c98646ac1c79894a5c05eb81091df599ae84
How researchers see this paper
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In Economics and Econometrics
- Jihai Yu
- Lung-fei Lee
- J. Paul Elhorst
- Zhenlin Yang
- Ingmar R. Prucha
- G. Kuersteiner
- Liangjun Su
- Solmaria Halleck Vega
Citations in the corpus
- Some recent developments in spatial panel data models (2010, methodology): “(34) under the random effects specification, as shown in Su and Yang (2007), the variance matrix of the disturbances is συ(2)ΩnT= συ(2)[φμ(lTlT′⊗In)+ IT⊗(Sn′Sn)] where φμ = σ2 μ”
- Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (2018, background): “Dynamic panel data models that allow for spatial interactions in terms of spatial lags have recently been considered by Mutl (2006), and Yu, de Jong and Lee (2008, 2012), Elhorst (2010), Lee and Yu (2014) and Su and Yang (2014).”
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (2014, background): “Su and Yang (2007) study the dynamic panel data with spatial error and random e¤ects.”
- Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (2010, unknown): “…Conley (1999), Das et al. (2003), Driscoll and Kraay (1998), Kapoor et al. (2007), Kelejian and Prucha (2007a, 2004, 2002, 2001, 1999, 1998), Korniotis (2005), Lee (2007a,b, 2004, 2003, 2002), Pinkse and Slade (1998), Pinkse et al. (2002), Robinson (2007a, forthcoming), and Su and Yang (2007).”