Document Type
Article
Date
1-1-2011
Keywords
tbd
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.
Recommended Citation
Baltagi, Badi and Liu, Long, "Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects" (2011). Economics - All Scholarship. 91.
https://surface.syr.edu/ecn/91
Source
Harvested from ssrn.com
Additional Information
This manuscript is from the Social Science Research Network, for more information see http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1805737#1675070