GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)
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- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Other publications TiSEM b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
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More about this item
Keywords
Dynamic panel models; spatial lag; spatial error; GMM estimation;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-02-11 (Econometrics)
- NEP-URE-2015-02-11 (Urban and Real Estate Economics)
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