Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062687 | Economics Letters | 2006 | 8 Pages |
Abstract
This paper proposes a generalized dynamic error component model that simultaneously accounts for the effects of functional form and spatial dependence. Maximum likelihood method is used for model estimation and inference. An empirical illustration using the demand for cigarettes data is given.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Zhenlin Yang, Chenwei Li, Y.K. Tse,