@inproceedings{64fee17a8dd6459fa2d6cfa50e51b246,
title = "Efficient estimation of simultaneous equations of spatial durbin panel data model",
abstract = "Kelejian and Prucha suggested an instrumental variable for spatial models. The instrumental variables helps efficiently produce an estimator. The efficiency can be improved by modifying the instrumental variables. We modify the instrumental variables of Kelejian and Prucha with generalizations of those of Hausman and Taylor. The modification yields a more efficient estimator of the system of simultaneous equations modeling a spatial Durbin panel data model, as can be shown by Monte Carlo experiments.",
keywords = "generalized method of moments, panel data, simultaneous spatial Durbin",
author = "Mustaqim and Setiawan and Suhartono and Ulama, {Brodjol Sutijo Suprih}",
note = "Publisher Copyright: {\textcopyright} 2018 Author(s).; 8th Annual Basic Science International Conference: Coverage of Basic Sciences toward the World's Sustainability Challanges, BaSIC 2018 ; Conference date: 06-03-2018 Through 07-03-2018",
year = "2018",
month = oct,
day = "17",
doi = "10.1063/1.5062788",
language = "English",
series = "AIP Conference Proceedings",
publisher = "American Institute of Physics Inc.",
editor = "Corina Karim and Rodliyati Azrianingsih and Pamungkas, {Mauludi Ariesto} and Jatmiko, {Yoga Dwi} and Anna Safitri",
booktitle = "8th Annual Basic Science International Conference",
}