Abstract
For panel data models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters of the models. A simulation study is conducted to show the performance of the proposed method.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have