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Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
Spatial Panel Models Networks
2015/9/24
This paper considers a class of GMM estimators for general dynamic panel models,
allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We signiᤙ...
Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity
Panel Data Models Sequential Exogeneity
2015/9/22
The paper derives a general Central Limit Theorem (CLT) and asymptotic distributions for sample moments related to panel data models with large . The results allow for the data to be cross sec...