Dynamic Panel Data Models with Spatial Correlation

被引：0
|
作者：
Hujer, Reinhard [1 ]
Rodrigues, Paulo J. M. [2 ]
Wolf, Katja [3 ]
机构：
[1] Goethe Univ Frankfurt, Fachbereich Wirtschiftswissensch, D-60054 Frankfurt, Germany
[2] Goethe Univ Frankfurt, Fachbereich Wirtschaftswissensch, D-60323 Frankfurt, Germany
[3] IAB, Inst Employment Res, D-90478 Nurnberg, Germany
来源：
JAHRBUCHER FUR NATIONALOKONOMIE UND STATISTIK | 2008年 / 228卷 / 5-6期
关键词：
Spatial panel data models; labour market policy; GMM estimation;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper presents an overview of recently developed estimation methods for dynamic panel data models with spatial correlation. We discuss the specification, the main assumptions and the implications of the model. The most important estimation strategy is the application of Generalized Method of Moments (GMM). The focus lies on the derivation of the moment conditions, the estimation of the degree of spatial correlation and the specification of the optimal weighting matrix. Finally we estimate an augmented matching function to analyze the effects of active labour market policy programs in Germany using two different weighting schemes.
引用
收藏
页码：612 / 629
页数：18
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