期刊
SPATIAL ECONOMIC ANALYSIS
卷 8, 期 3, 页码 370-388出版社
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
DOI: 10.1080/17421772.2013.804628
关键词
spatial panel data models; instrumental variables; random effects estimator
类别
The present paper suggests an estimation procedure for a Cliff and Ord type spatial panel data model with random effects. Building on existing literature, the paper suggests an estimation procedure that (i) considers all the moment conditions in Kapoor et al. (2007) and (ii) allows for the presence of explanatory variables that do not vary over time. Our Monte Carlo results demonstrate that the estimation procedure proposed in this paper is very effective.
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