Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
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DOI: 10.1016/j.frl.2023.104819
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More about this item
Keywords
PLVCSARM; PQMLE; Space–time correlated disturbances; Asymptotic property; Monte Carlo simulation;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G00 - Financial Economics - - General - - - General
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