IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
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More about this item
Keywords
Dynamic panel data; spatial interactions; heterogeneous slopes; interactive effects; latent common factors; instrumental variables; large N and T asymptotics.;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2025-03-03 (Econometrics)
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