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estimation of higher-order spatial autoregressive panel data error component models Berry, Kentucky

Kelejian & Ingmar R. Stock & Mark W. Kelejian & Ingmar R. Prucha, 2010. "A Spatial Cliff-Ord-Type Model With Heteroskedastic Innovations: Small And Large Sample Results," Journal of Regional Science, Wiley Blackwell, vol. 50(2), pages 592-614.

Donald W.K. Prucha, 1997. "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," Electronic Working Papers 97-002, University of Maryland, Department of Economics, revised Aug Egger, Peter & Pfaffermayr, Michael & Winner, Hannes, 2005. "An unbalanced spatial panel data approach to US state tax competition," Economics Letters, Elsevier, vol. 88(3), pages 329-335, September. Liu, Xiaodong & Lee, Lung-fei & Bollinger, Christopher R., 2010. "An efficient GMM estimator of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 159(2), pages 303-319, December.

Louis using RePEc data. Louis using RePEc data. Shroder, Mark, 1995. "Games the States Don't Play: Welfare Benefits and the Theory of Fiscal Federalism," The Review of Economics and Statistics, MIT Press, vol. 77(1), pages 183-91, February. Harald Badinger & Peter Egger, 2008. "Horizontal versus Vertical Interdependence in Multinational Activity," CESifo Working Paper Series 2327, CESifo Group Munich.

Part of Springer Nature. Besley, Timothy & Case, Anne, 1995. "Incumbent Behavior: Vote-Seeking, Tax-Setting, and Yardstick Competition," American Economic Review, American Economic Association, vol. 85(1), pages 25-45, March. More services MyIDEAS Follow series, journals, authors & more New papers by email Subscribe to new additions to RePEc Author registration Public profiles for Economics researchers Rankings Various rankings of research J Econom 154(2):165–185CrossRefGoogle ScholarLeSage JP, Pace RK (2009) Introduction to spatial econometrics.

Lists This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS. Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael, 2007. "Estimating models of complex FDI: Are there third-country effects?," Journal of Econometrics, Elsevier, vol. 140(1), pages 260-281, September. We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define both Omitting spatial FDI leads to a serious misspecification of the model and biases estimation of the coefficient of the foreign market potential variable, which is found to be a non-robust determinant

Feedback to SSRN Paper statistics Abstract Views: 334 Downloads: 68 Download Rank: 255,456 References: 47 Citations: 1 Submit a Paper Section 508 Text Only Pages Quick Links Research Paper Series Reg Sci Urban Econ 42(1–2):211–220CrossRefGoogle ScholarGilbert S (2002) Testing the distribution of error components in panel data models. Kelejian, Harry H & Prucha, Ingmar R, 1998. "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Illinois, USA Processing request.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. Harry H. Conley, T. Statistics Access and download statistics Corrections When requesting a correction, please mention this item's handle: RePEc:ces:ceswps:_2556.

Prucha, 1995. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers 95-001, University of Maryland, Department of Economics, revised Mar 1997. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September. Seoul, Korea Processing request. Slade & Craig Brett, 2002. "Spatial Price Competition: A Semiparametric Approach," Econometrica, Econometric Society, vol. 70(3), pages 1111-1153, May.

We are open Monday through Friday between the hours of 8:30AM and 6:00PM, United States Eastern. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September. Timothy Besley & Anne Case, 1992. "Incumbent Behavior: Vote Seeking, Tax Setting and Yardstick Competition," NBER Working Papers 4041, National Bureau of Economic Research, Inc. Paul Elhorst, Donald J.

addresses only. We prove consistency of the proposed estimators, derive their joint asymptotic distribution, and provide Monte Carlo evidence on their small sample performance.Do you want to read the rest of this article?Request Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July. Badi H.

K., 1987. "Asymptotic Results for Generalized Wald Tests," Econometric Theory, Cambridge University Press, vol. 3(03), pages 348-358, June. Gilbert, Scott, 2002. "Testing the distribution of error components in panel data models," Economics Letters, Elsevier, vol. 77(1), pages 47-53, September. Pinkse, Joris & Slade, Margaret E., 1998. "Contracting in space: An application of spatial statistics to discrete-choice models," Journal of Econometrics, Elsevier, vol. 85(1), pages 125-154, July. Irani Arraiz & David M.

In numerical experiments, we successfully implement a globally convergent variant of Broyden's method on a preconditioned version of the collocation equations, and the method economizes on computation cost by more than Badi H. All rights reserved.About us · Contact us · Careers · Developers · News · Help Center · Privacy · Terms · Copyright | Advertising · Recruiting We use cookies to give you the best possible experience on ResearchGate. 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.

Preview PDF Download (1824Kb) | Preview Preview PDF (Corrigendum zu WU Economics Working Paper Nr. 173) Download (130Kb) | Preview Official URL: http://www.wu.ac.at/economics/forschung/wp Abstract This paper develops a unified framework for In particular, FDI in neighboring countries and foreign market potential are two variables it focuses on. Int Econ Rev 40(2):509–533CrossRefGoogle ScholarKelejian HH, Prucha IR (2010) Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances. Printed from https://ideas.repec.org/ Share: MyIDEAS: Log in (now much improved!) to save this paper Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models Contents:Author info Abstract Bibliographic info Download info

Brussels, Belgium Processing request. The spatial complenmentarity is stronger for disaggregated data such as bilateral FDI flows and industry level data. Joris Pinkse & Margaret E. Jeffrey P.

WU Vienna University of Economics and Business, Vienna. Kelejian & Ingmar R.