Document Type

Working Paper

Date

1-2011

Embargo Period

3-20-2012

Keywords

Panel Data; Spatial Model; Two Stage Least Squares; Error Components

Disciplines

Economics

Description/Abstract

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.

Source

local input

Included in

Economics Commons

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