ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
By Jihai Yu, Lung-fei Lee. Econometric Theory, 2010
74 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/fb8dbd6f9a10994fc8fb10d2b802383c569986ee
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In Economics and Econometrics
- Zhenlin Yang
- Jihai Yu
- Lung-fei Lee
- J. Paul Elhorst
- Solmaria Halleck Vega
- Xiaodong Liu
- Nicolas Debarsy
- J. Paul
Citations in the corpus
- Estimation of spatial autoregressive panel data models with fixed effects (2010, methodology): “We allow that the time periods T and/or the number of spatial units n can be nite or large in all combinations except 2When a dynamic e¤ect is considered into the SAR panel data, we will have an initial conditionproblem which will cause the inconsistency of the direct likelihood estimates for all”
- Unified M-estimation of fixed-effects spatial dynamic models with short panels (2018, background): “Lee and Yu (2010b, 2015a) provide an excellent survey on the SDPD models.”
- Some recent developments in spatial panel data models (2010, methodology): “In Yu and Lee (2007) for the SDPD model, when γ0=1 and ρ0+ λ0=0, we have An= In in Eq.”