Instrumental variable estimation of a spatial autoregressive panel model with random effects

Badi H. Baltagi; Long Liu

doi:10.1016/j.econlet.2011.01.016

ScienceGate Book Chapters

JOURNAL ARTICLE

Instrumental variable estimation of a spatial autoregressive panel model with random effects

Badi H. Baltagi Long Liu

Year: 2011 Journal: Economics Letters Vol: 111 (2)Pages: 135-137 Publisher: Elsevier BV

DOI: 10.1016/j.econlet.2011.01.016

Get Full-Text PDF Get Analytical Report

Keywords:

Autoregressive model Estimator Instrumental variable Econometrics Panel data STAR model Random effects model Statistics SETAR Estimation Mathematics Economics Time series Autoregressive integrated moving average

Metrics

Cited By

8.65

FWCI (Field Weighted Citation Impact)

Refs

0.98

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Regional Economics and Spatial Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Housing Market and Economics

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Instrumental variable estimation of a spatial autoregressive panel model with random effects

Metrics

Citation History

Topics

Related Documents

Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects

Adaptive lasso variable selection method for semiparametric spatial autoregressive panel data model with random effects

Instrumental variable estimation of the correlated random coefficient model with panel data

INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS

Bias-corrected instrumental variable estimation for spatial autoregressive models with measurement errors