Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients

Mathematics

• Variance 100%
• Monte Carlo 100%
• Maximum Likelihood 100%
• Estimation Method 100%
• Consistent Estimator 100%
• Asymptotic Property 100%
• Autoregressive Coefficient 100%
• Unknown Function 100%
• Unknown Constant 100%
• Error Term 100%

Keyphrases

• Spatial Autoregressive 100%
• Time-varying Coefficients 100%
• Autoregressive Panel Data Models 100%
• Panel Data Models with Fixed Effects 100%
• Semi-parametric 100%
• Labor Compensation 50%
• Unknown Function 25%
• Nonparametric 25%
• Monte Carlo Simulation 25%
• Finite Sample Performance 25%
• Error Term 25%
• Chinese Cities 25%
• Spatial Dependence 25%
• Capital Investment 25%
• Consistent Estimator 25%
• Asymptotic Properties 25%
• Maximum Likelihood Estimation Method 25%
• Quasi-maximum Likelihood Estimation 25%
• Unknown Constants 25%
• Local Linear 25%
• Autoregressive Coefficients 25%

Economics, Econometrics and Finance

• Fixed Effects 100%
• Panel Data Model 100%
• Labor Compensation 100%
• Monte Carlo Simulation 50%
• Estimation Theory 50%