Small sample properties and pretest estimation of a spatial Hausman-Taylor model

Keyphrases

• Pretest Estimator 100%
• Time-invariant Variables 100%
• Hausman-Taylor 100%
• Hausman-Taylor Estimator 100%
• Property Estimation 100%
• Small Sample Properties 100%
• Spatial Error 50%
• Endogeneity 50%
• Time Effect 50%
• Monte Carlo Results 50%
• Fixed Effects Estimation 50%
• Panel Data Model 50%
• Estimation Approaches 50%
• Generalized Method of Moments Estimation 50%
• Cliff 50%
• Wiper 50%
• Error Structure 50%
• Spatial Fixed Effects 50%

Economics, Econometrics and Finance

• Fixed Effects 100%
• Panel Data Model 100%