TY - JOUR
T1 - GMM estimation of simultaneous spatial panel data dynamic models with high order models approach
AU - Kusrini, D. E.
AU - Setiawan,
AU - Ruchjana, B. N.
AU - Kuswanto, H.
N1 - Publisher Copyright:
© 2019 Published under licence by IOP Publishing Ltd.
PY - 2019/4/9
Y1 - 2019/4/9
N2 - This paper shows the process of changing Simultaneous Spatial panel data dynamic Equations (SSPDD) into a high order model, which is then, parameterized in the high order model using the General method of Moment (GMM). The estimation steps start by forming the reduced form equation, and then form the instrumental Variable (IV) vector which is used to form the moment matrix gnt (θ). This moment matrix is used to calculate the estimated value of the model parameters. In this paper, the results of parameter estimation have not been tested with data or simulations so that it is recommended to do further testing using simulation data.
AB - This paper shows the process of changing Simultaneous Spatial panel data dynamic Equations (SSPDD) into a high order model, which is then, parameterized in the high order model using the General method of Moment (GMM). The estimation steps start by forming the reduced form equation, and then form the instrumental Variable (IV) vector which is used to form the moment matrix gnt (θ). This moment matrix is used to calculate the estimated value of the model parameters. In this paper, the results of parameter estimation have not been tested with data or simulations so that it is recommended to do further testing using simulation data.
UR - http://www.scopus.com/inward/record.url?scp=85064853998&partnerID=8YFLogxK
U2 - 10.1088/1755-1315/243/1/012048
DO - 10.1088/1755-1315/243/1/012048
M3 - Conference article
AN - SCOPUS:85064853998
SN - 1755-1307
VL - 243
JO - IOP Conference Series: Earth and Environmental Science
JF - IOP Conference Series: Earth and Environmental Science
IS - 1
M1 - 012048
T2 - 1st International Conference on Environmental Geography and Geography Education, ICEGE 2018
Y2 - 17 November 2018 through 18 November 2018
ER -