Maximum Likelihood Estimation of a General Unbalanced Spatial Random Effects Model: a Monte Carlo Study
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DOI: 10.1080/17421770903317645
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References listed on IDEAS
- Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007.
"A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances,"
Annals of Economics and Statistics, GENES, issue 87-88, pages 11-38.
- Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007. "A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances," Center for Policy Research Working Papers 98, Center for Policy Research, Maxwell School, Syracuse University.
- repec:adr:anecst:y:2007:i:87-88:p:02 is not listed on IDEAS
- Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2013.
"A Generalized Spatial Panel Data Model with Random Effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 650-685, August.
- Badi H. Baltagi & Peter Egger & Michael Pfafermayr, 2009. "A Generalized Spatial Panel Data Model with Random Effects," Center for Policy Research Working Papers 113, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2012. "A Generalized Spatial Panel Data Model with Random Effects," CESifo Working Paper Series 3930, CESifo.
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Cited by:
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- Herculano, Miguel C., 2018. "The role of contagion in the transmission of financial stress," ESRB Working Paper Series 81, European Systemic Risk Board.
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- Marcos Sanso-Navarro & María Vera-Cabello & Miguel Puente-Ajovín, 2020. "Regional convergence and spatial dependence: a worldwide perspective," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(1), pages 147-177, August.
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More about this item
Keywords
Unbalanced panel data; spatially autocorrelated disturbances; maximum likelihood estimation; C21; C23;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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