Improved GMM estimation of panel data models with spatially correlated error components

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.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.identifier.uri	http://hdl.handle.net/2003/29068
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-51
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
eldorado.dnb.deposit	true	de

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