We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
A matrix exponential spatial specification approach to panel data models.
- Authors
Figueiredo, Calebe; Silva, Alan
- Abstract
This paper extends the matrix exponential spatial specification to panel data models. The matrix exponential spatial panel specification produces estimates and inferences comparable to those from conventional spatial panel models, but has computational advantages. We present maximum likelihood approach to the estimation of this spatial model specification and compare the results with the fixed effects spatial autoregressive panel model.
- Subjects
UNITED States; ECONOMETRICS; PANEL analysis; MARKETING of cigarettes; MATRIX exponential; FIXED effects model; MAXIMUM likelihood statistics
- Publication
Empirical Economics, 2015, Vol 49, Issue 1, p115
- ISSN
0377-7332
- Publication type
Article
- DOI
10.1007/s00181-014-0862-2