Modifying the linear two-step Windmeijer correction for the presence of spatial error dependence
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DOI: 10.1007/s43071-022-00029-4
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Keywords
Dynamic spatial panel data models; Windmeijer correction; Monte Carlo simulation; Inference; Spatial error dependence; US States’ cigarette consumption; EU regional productivity;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- R1 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics
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