Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
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- José-Antonio Monteiro & Madina Kukenova, 2009. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," IRENE Working Papers 09-01, IRENE Institute of Economic Research.
- Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 13405, University Library of Munich, Germany, revised Feb 2009.
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More about this item
Keywords
Spatial Econometrics; Dynamic Panel Model; System GMM; Monte Carlo Simulations;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-11-25 (Econometrics)
- NEP-GEO-2008-11-25 (Economic Geography)
- NEP-URE-2008-11-25 (Urban and Real Estate Economics)
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