Instrumental variable estimation of a spatial autoregressive panel model with random effects

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 111
Issue: 2
Pages: 135-137

Authors (2)

Baltagi, Badi H. (Syracuse University) Liu, Long (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

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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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:111:y:2011:i:2:p:135-137
Journal Field
General
Author Count
2
Added to Database
2026-01-24