Vasilis Sarafidis

affiliation not provided to SSRN

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IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects

Number of pages: 60 Posted: 01 Feb 2025
Jia Chen, Takashi Yamagata and Vasilis Sarafidis
University of Macau, University of York and affiliation not provided to SSRN
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Abstract:

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Dynamic panel data, spatial interactions, heterogeneous slopes, interactiveeffects, latent common factors, instrumental variables, large N and T asymptotics.