Seemingly Unrelated Regressions with Spatial Error Components
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Other versions of this item:
- Badi Baltagi & Alain Pirotte, 2011. "Seemingly unrelated regressions with spatial error components," Empirical Economics, Springer, vol. 40(1), pages 5-49, February.
- Baltagi B-H. & Pirotte, 2010. "Seemingly Unrelated Regressions With Spatial Error Components," Working Papers ERMES 0902, ERMES, University Paris 2.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- AMBA OYON, Claude Marius & Mbratana, Taoufiki, 2017. "Simultaneous equation models with spatially autocorrelated error components," MPRA Paper 82395, University Library of Munich, Germany.
- Hailong Qian & Heather L. Bednarek, 2015. "Partial efficient estimation of SUR models," Economics Bulletin, AccessEcon, vol. 35(1), pages 338-348.
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- W.E. Griffiths & Ma. Rebecca Valenzuela, 2004. "Gibbs Samplers for a Set of Seemingly Unrelated Regressions," Department of Economics - Working Papers Series 912, The University of Melbourne.
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More about this item
KeywordsSeemingly unrelated regressions; panel data; spatial dependence; heterogeneity; forecasting.;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-12 (All new papers)
- NEP-ECM-2011-02-12 (Econometrics)
- NEP-FOR-2011-02-12 (Forecasting)
- NEP-URE-2011-02-12 (Urban & Real Estate Economics)
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