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SERC/Urban and Spatial Programme Discussion Paper
Estimating and Forecasting with a Dynamic Spatial Panel Data Model Badi H. Baltagi, Bernard Fingleton and Alain Pirotte
November 2011
Paper No' SERCDP0095:
Read Abstract | Full Paper (pdf)

JEL Classification: C33

Tags: panel data; spatial lag; error components; linear predictor; gmm; spatial autocorrelation