کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1147686 | 1489764 | 2015 | 17 صفحه PDF | دانلود رایگان |
This paper studies estimation of a semi-parameter varying-coefficient spatial panel data model with random-effects. Under the assumption of exogenous spatial weighting matrix and exogenous regressors, the unknown parameter and varying-coefficient component are estimated by applying the instrumental variable estimation. Under some sufficient conditions, the proposed estimator for the finite dimensional parameter is shown to be root-NN consistent and asymptotically normally distributed. The proposed estimator for the varying-coefficient part is consistent and also asymptotically distributed. Consistent estimators for the asymptotic variance–covariance matrices of both the parametric and varying-coefficient components are provided. Simulation results are provided to illustrate the finite sample behavior of the proposed estimation methods and show that the proposed approach has some value in practice.
Journal: Journal of Statistical Planning and Inference - Volume 159, April 2015, Pages 64–80