Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects
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More about this item
Keywords
concentrated quasi-maximum likelihood estimation; local linear estimation; time-varying coefficient.;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CNA-2019-11-04 (China)
- NEP-ECM-2019-11-04 (Econometrics)
- NEP-ORE-2019-11-04 (Operations Research)
- NEP-URE-2019-11-04 (Urban & Real Estate Economics)
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