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Estimation of spatial autoregressive panel data models with fixed effects

Journal of Econometrics · 2009 · Vol. 154(2) · pp. 165–185

Lung-Fei Lee✉(The Ohio State University)Jihai Yu(University of Kentucky)

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Spatial and Panel Data Analysis Statistical Methods and Inference Regional Economics and Spatial AnalysisEstimatorAutoregressive modelMathematicsVariance (accounting)Panel dataFixed effects modelEconometricsEstimation theoryStatisticsTransformation (genetics)

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References

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Journal of Econometrics · 1995 · 19,198 citations

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Econometrica · 1978 · 18,130 citations

Biases in Dynamic Models with Fixed Effects

Econometrica · 1981 · 8,434 citations

The incidental parameter problem since 1948

Journal of Econometrics · 2000 · 1,133 citations

Consistent Estimates Based on Partially Consistent Observations

Econometrica · 1948 · 2,680 citations

Partial likelihood

Biometrika · 1975 · 2,240 citations

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