A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence

Author:

Kelejian Harry H.,Piras Gianfranco

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference61 articles.

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2. Anselin L, Le Gallo J, Jayet H (2008) Spatial panel econometrics. In: Matyas L, Sevestre P (eds) The econometrics of panel data, fundamentals and recent developments in theory and practice, 3rd edn. Springer, Berlin, pp 624–660

3. Anselin L, Lozano-Gracia N (2008) Errors in variables and spatial effects in hedonic house price models of ambient air quality. Empirical Economics 34(1):5–34

4. Baltagi BH (2008) Econometric analysis of panel data, 4th edn. Wiley, New York

5. Baltagi BH, Egger P, Pfaffermayr M (2007a) Estimating models of complex FDI: are there third-country effects? J Econom 140:260–281

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