QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices

Title
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Authors
Keywords
Spatial autoregression, Dynamic panels, Fixed effects, Endogenous spatial weights matrix, QMLE
Journal
JOURNAL OF ECONOMETRICS
Volume 197, Issue 2, Pages 173-201
Publisher
Elsevier BV
Online
2016-12-05
DOI
10.1016/j.jeconom.2016.11.004

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