A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
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- 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.
References listed on IDEAS
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- Arnab Bhattacharjee & Taps Maiti & Dennis Petrie, 2014. "Spatial structures of health outcomes and health behaviours in Scotland: Evidence from the Scottish Health Survey," SEEC Discussion Papers 1401, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Arnab Bhattacharjee & Sean Holly, 2011.
"Structural interactions in spatial panels,"
Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
- Badi Baltagi & Alain Pirotte, 2011.
"Seemingly unrelated regressions with spatial error components,"
Empirical Economics, Springer, vol. 40(1), pages 5-49, February.
- Baltagi B-H. & Pirotte, 2010. "Seemingly Unrelated Regressions With Spatial Error Components," Working Papers ERMES 0902, ERMES, University Paris 2.
- Badi H. Baltagi & Alain Pirotte, 2010. "Seemingly Unrelated Regressions with Spatial Error Components," Center for Policy Research Working Papers 125, Center for Policy Research, Maxwell School, Syracuse University.
- Fingleton, Bernard, 2010.
"Predicting the geography of house prices,"
LSE Research Online Documents on Economics
33507, London School of Economics and Political Science, LSE Library.
- Fingleton, Bernard, 2010. "Predicting the Geography of House Prices," MPRA Paper 21113, University Library of Munich, Germany.
- Bernard Fingleton, 2010. "Predicting the Geography of House Prices," SERC Discussion Papers 0045, Centre for Economic Performance, LSE.
- Michael Pfaffermayr, 2009. "Maximum Likelihood Estimation of a General Unbalanced Spatial Random Effects Model: a Monte Carlo Study," Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(4), pages 467-483.
- Daniel Arribas-Bel & Julia Koschinsky & Pedro Amaral, 2012. "Improving the multi-dimensional comparison of simulation results: a spatial visualization approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(2), pages 55-63, July.
- Arnab Bhattacharjee & Sean Holly, 2011.
"Structural interactions in spatial panels,"
Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Sean Holly, 2010. "Structural Interactions in Spatial Panels," CDMA Working Paper Series 201003, Centre for Dynamic Macroeconomic Analysis.
- Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
- Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 64(3), pages 1281-1314, March.
- Bhattacharjee, Arnab & Maiti, Taps & Petrie, Dennis, 2014. "General equilibrium effects of spatial structure: Health outcomes and health behaviours in Scotland," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 286-297.
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More about this item
Keywords
Panel data; Spatially autocorrelated residuals; Pretest estimator; Maximum-likelihood estimation;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-01-05 (Econometrics)
- NEP-ORE-2008-01-05 (Operations Research)
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