Instrumental variable estimation of a spatial autoregressive panel model with random effects
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- Badi H. Baltagi & Long Liu, 2011. "Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects," Center for Policy Research Working Papers 127, Center for Policy Research, Maxwell School, Syracuse University.
References listed on IDEAS
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"A note on the application of EC2SLS and EC3SLS estimators in panel data models,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Badi H. BALTAGI & Bernard FINGLETON & Alain PIROTTE, 2014. "Multilevel And Spillover Effects Estimated For Spatial Panel Data, With Application To English House Prices," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 25-36.
- Paelinck, Jean & Mur, Jesús & Trivez, F. Javier, 2015. "Modelos para datos espaciales con estructura transversal o de panel. Una revisión/Models for Spatial Data with Panel or Cross-Sectional Structure. A Review," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 7-30, Enero.
- cyrine hannafi & Christophe Muller, 2016. "The Poverty-Economic Growth-Health Triangle," EcoMod2016 9587, EcoMod.
- Álvarez, Inmaculada & Barbero, Javier, 2013. "Knowledge Spillovers in Neoclassical Growth Model: an extension with Public Sector," Working Papers in Economic Theory 2013/07, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Maani, Sholeh A. & Wang, Xingang & Rogers, Alan, 2015. "Network Effects, Ethnic Capital and Immigrants' Earnings Assimilation: Evidence from a Spatial, Hausman-Taylor Estimation," IZA Discussion Papers 9308, Institute for the Study of Labor (IZA).
- Arbués, Pelayo & Baños, José F. & Mayor, Matías, 2015. "The spatial productivity of transportation infrastructure," Transportation Research Part A: Policy and Practice, Elsevier, vol. 75(C), pages 166-177.
- Álvarez, Inmaculada C. & Barbero, Javier & Zofío, José L., 2016.
"A spatial autoregressive panel model to analyze road network spillovers on production,"
Transportation Research Part A: Policy and Practice,
Elsevier, vol. 93(C), pages 83-92.
- Álvarez, Inmaculada C. & Barbero, Javier & Zofío, José L., 2016. "A spatial autoregressive panel model to analyze road network spillovers on production," Efficiency Series Papers 2016/02, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Kim, Kijin, 2013. "The Effects of the Clean Air Act on Local Industrial Wages," 6th Annual CRAE, April 5-6, 2013, Columbus, Ohio 147489, Midwest Graduate Student Conference on Regional and Applied Economics (CRAE), The Ohio State University, Department of Agricultural, Environmental and Development Economics.
- Orea, L. & Álvarez, I & Jamasb, T., 2016. "Using a spatial econometric approach to mitigate omitted variables in stochastic frontier models: An application to Norwegian electricity distribution networks," Cambridge Working Papers in Economics 1673, Faculty of Economics, University of Cambridge.
- repec:jss:jstsof:v:076:i06 is not listed on IDEAS
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2014.
"Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices,"
Journal of Urban Economics,
Elsevier, vol. 80(C), pages 76-86.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2013. "Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices," Center for Policy Research Working Papers 161, Center for Policy Research, Maxwell School, Syracuse University.
- Kyriakos Drivas & Claire Economidou & Sotiris Karkalakos, 2014. "Spatial Aspects of Innovation Activity in the US," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 5(3), pages 464-480, September.
- Zaghdoudi, Taha, 2016.
"spanel: le package R pour l’estimation des données de panel spatiale
[spanel: an R package to estimate the spatial panel data]," MPRA Paper 72673, University Library of Munich, Germany.
- Badi H. Baltagi & Long Liu, 2014. "Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel," Center for Policy Research Working Papers 174, Center for Policy Research, Maxwell School, Syracuse University.
- Álvarez, Inmaculada C. & Barbero, Javier & Zofío, José L., 2017. "A Panel Data Toolbox for MATLAB," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i06).
More about this item
KeywordsPanel data Spatial model Two stage least squares Error components;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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