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

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dc.contributor.authorArnold, Matthias
dc.contributor.authorWied, Dominik
dc.date.accessioned2011-09-07T09:24:12Z
dc.date.available2011-09-07T09:24:12Z
dc.date.issued2011-09-07
dc.description.abstractWe 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.urihttp://hdl.handle.net/2003/29068
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-51
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;29/2011en
dc.subjectGMM estimationen
dc.subjectpanel regressionen
dc.subjectregression residualsen
dc.subjectspatial autoregressionen
dc.subject.ddc310
dc.subject.ddc330
dc.subject.ddc620
dc.titleImproved GMM estimation of panel data models with spatially correlated error componentsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access

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