Functional form and spatial dependence in dynamic panels
This paper proposes a generalized dynamic error component model that simultaneously accounts for the effects of functional form and spatial dependence. Maximum likelihood method is used for model estimation and inference. An empirical illustration using the demand for cigarettes data is given.
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| Veröffentlicht in: | Economics letters 2006-04, Vol.91 (1), p.138-145 |
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| container_end_page | 145 |
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| container_issue | 1 |
| container_start_page | 138 |
| container_title | Economics letters |
| container_volume | 91 |
| creator | Yang, Zhenlin Li, Chenwei Tse, Y.K. |
| description | This paper proposes a generalized dynamic error component model that simultaneously accounts for the effects of functional form and spatial dependence. Maximum likelihood method is used for model estimation and inference. An empirical illustration using the demand for cigarettes data is given. |
| doi_str_mv | 10.1016/j.econlet.2005.11.011 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0165-1765 |
| ispartof | Economics letters, 2006-04, Vol.91 (1), p.138-145 |
| issn | 0165-1765 1873-7374 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_37731138 |
| source | RePEc; Access via ScienceDirect (Elsevier) |
| subjects | Dynamics Econometric models Economic models Functional form Maximum likelihood estimation Model testing Modelling Panel data Spatial correlation |
| title | Functional form and spatial dependence in dynamic panels |
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