Title :
GMM estimation of fixed efficient spatial panel data model with error components
Author_Institution :
Dept. of Public Econ., Xiamen Univ., Xiamen, China
Abstract :
This paper uses GM method to estimate fix efficient spatial panel data model. The estimating tactic is a three-step approach, by which this paper gets a consistent efficient estimator. This paper also simulates the estimator by use of Monte Carlo.
Keywords :
Gaussian processes; Monte Carlo methods; data models; estimation theory; GMM estimation; Monte Carlo estimation; error components; fixed efficient spatial panel data model; Economics; Estimation; Irrigation; GMM estimation; fixed efficient spatial panal data modle; three-step estimation;
Conference_Titel :
Communication Software and Networks (ICCSN), 2011 IEEE 3rd International Conference on
Conference_Location :
Xi´an
Print_ISBN :
978-1-61284-485-5
DOI :
10.1109/ICCSN.2011.6014608
