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Estimation of simultaneous systems of spatially interrelated cross sectional equations
Spatial dependence Simultaneous equation system Two-stage least squares Three-stage least squares Generalized moments estimation
2015/9/24
In this paper we consider a simultaneous system of spatially interrelated cross sectional equations. Our speci.cation incorporates spatial lags in the endogenous and exogenous variables. In modelling ...
主讲人
Chor-yiu Sin
Xiamen University
题目
Capturing cross-sectional correlation with time series: with an application to unit root test
时间
2007年5月9日（星期三）下午14:00-----15:30
地点
北京大学中国经济研究中心万众楼大教室
工作语言
英文
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