ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS

B-Tier
Journal: Econometric Theory
Year: 2010
Volume: 26
Issue: 5
Pages: 1332-1362

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines the asymptotics of the QMLE for unit root dynamic panel data models with spatial effect and fixed effects. We consider a unit root dynamic panel data model with spatially correlated disturbances and a unit root spatial dynamic panel data model. For both models the estimate of the dynamic coefficient is $\root \of {nT^3 }$ consistent and the estimates of other parameters are $\root \of {nT}$ consistent, and all of them are asymptotically normal. For the latter model the sum of the contemporaneous spatial effect and dynamic spatial effect converges at $\root \of {nT^3 }$ rate. We also propose a bias-correction procedure so that the asymptotic biases of those estimates are eliminated as long as n/T3 → 0.

Technical Details

RePEc Handle
repec:cup:etheor:v:26:y:2010:i:05:p:1332-1362_99
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25