Authors
Zhenlin Yang, Chenwei Li, Yiu Kuen Tse
Publication date
2006/4/1
Journal
Economics Letters
Volume
91
Issue
1
Pages
138-145
Publisher
North-Holland
Description
This paper proposes a generalized dynamic error component model that simultaneously accounts for the effects of functional form and spatial dependence. Maximum likelihood method is used for model estimation and inference. An empirical illustration using the demand for cigarettes data is given.
Total citations
Scholar articles
Z Yang, C Li, YK Tse - Economics Letters, 2006