Instrumental variable estimation of a spatial autoregressive panel model with random effects

被引：30

作者：

Baltagi, Badi H. ^{[1
]}

Liu, Long ^{[2
]}

机构：

[1] Syracuse Univ, Ctr Policy Res, Syracuse, NY 13244 USA

[2] Univ Texas San Antonio, Coll Business, Dept Econ, San Antonio, TX 78249 USA

来源：

ECONOMICS LETTERS | 2011年 / 111卷 / 02期

关键词：

Panel data; Spatial model; Two stage least squares; Error components; SIMULTANEOUS-EQUATIONS;

D O I：

10.1016/j.econlet.2011.01.016

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper extends the instrumental variable estimators of Kelejian and Prucha (1998) and Lee (2003) proposed for the cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：135 / 137

页数：3

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