Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Arnold, Matthias | - |
dc.contributor.author | Wied, Dominik | - |
dc.date.accessioned | 2011-09-07T09:24:12Z | - |
dc.date.available | 2011-09-07T09:24:12Z | - |
dc.date.issued | 2011-09-07 | - |
dc.identifier.uri | http://hdl.handle.net/2003/29068 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-51 | - |
dc.description.abstract | We modify a previously suggested GMM estimator in a spatial panel regression model by taking into account the difference between disturbances and regression residuals and derive its asymptotic properties. Simulation results and an empirical application to Indonesian rice data illustrate the improvement in finite samples. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;29/2011 | en |
dc.subject | GMM estimation | en |
dc.subject | panel regression | en |
dc.subject | regression residuals | en |
dc.subject | spatial autoregression | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Improved GMM estimation of panel data models with spatially correlated error components | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_2911_SFB823_Arnold_Wied.pdf | DNB | 330.31 kB | Adobe PDF | View/Open |
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