Title :
Estimation of three-dimensional panel data SUR spatial econometric model
Author :
Wu, Mei ; Long, Zhihe
Author_Institution :
Sch. of Econ. & Commerce, South China Univ. of Technol., Guangzhou, China
Abstract :
By combining SUR panel data model theory with spatial econometric analysis, we propose a three-dimensional panel data SUR spatial econometric model in which both of spatial correlation between individual and time-related are considered. We study the three-dimensional panel data SUR spatial econometric model estimation methods, and separately examine the 3SLS estimation steps of the three-dimensional panel data spatial lag SUR model and three-dimensional panel data spatial error SUR model. The aim of this paper is to provide a programming basis for the empirical study.
Keywords :
econometrics; SUR panel data model theory; SUR spatial econometric model estimation methods; spatial correlation; spatial econometric analysis; three-dimensional panel data; Data models; Econometrics; Equations; Estimation; Mathematical model; Solid modeling; Spatial databases; SUR; Spatial Error Model; Spatial Lag Model; Three-dimensional Panel Data;
Conference_Titel :
Transportation, Mechanical, and Electrical Engineering (TMEE), 2011 International Conference on
Conference_Location :
Changchun
Print_ISBN :
978-1-4577-1700-0
DOI :
10.1109/TMEE.2011.6199264
