Instrumental variable estimation of a spatial autoregressive panel model with random effects期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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

Authors:	Badi H. Baltagi Long Liu

Affiliation:	^a Center for Policy Research, 426 Eggers Hall, Syracuse University, Syracuse, NY 13244-1020, United States ^b Department of Economics, College of Business, University of Texas at San Antonio, One UTSA Circle, TX, 78249-0633, United States

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.

Keywords:	C13 C21
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