EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
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DOI: 10.1080/07474938.2014.956030
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- Badi H. Baltagi & Ying Deng, 2012. "EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," Center for Policy Research Working Papers 146, Center for Policy Research, Maxwell School, Syracuse University.
References listed on IDEAS
- László Mátyás & Patrick Sevestre (ed.), 2008. "The Econometrics of Panel Data," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75892-1, July-Dece.
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- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian Estimation of Multivariate Panel Probits with Higher-order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," Center for Policy Research Working Papers 247, Center for Policy Research, Maxwell School, Syracuse University.
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- Lina Lu, 2017. "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers RPA 17-3, Federal Reserve Bank of Boston.
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- Heather D Gibson & Stephen G Hall & Deborah GeFang & Pavlos Petroulas & George S Tavlas, 2021. "Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1454-1470.
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- Yang, Kai & Lee, Lung-fei, 2021. "Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration," Journal of Econometrics, Elsevier, vol. 221(2), pages 337-367.
- Gibson, Heather D. & Hall, Stephen G. & Petroulas, Pavlos & Tavlas, George S., 2022. "An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis," Journal of Financial Stability, Elsevier, vol. 63(C).
- Xiaoning Zhang & Mei Qu, 2020. "Impact of Environmental Regulation on Scientific and Technological Competitiveness of Resource-Based Cities in China—Based on Panel Data of 33 Resource-Based Cities," IJERPH, MDPI, vol. 17(24), pages 1-16, December.
- Marius C. O. Amba & Taoufiki Mbratana & Julie Gallo, 2023. "Spatial panel simultaneous equations models with error components," Empirical Economics, Springer, vol. 65(3), pages 1149-1196, September.
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More about this item
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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