Estimator’s Property of Spatially Corrected Blundell-Bond on Dynamic of Spatial Durbin Panel Model Using Monte Carlo Simulation

Widya Reza, H. Pramoedyo, Rahma Fitriani
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引用次数: 0

Abstract

This research discussed the properties of Spatially Corrected Blundell-Bond (SCBB) in overcoming the problem of endogeneity and spatial dependence that occur in dynamic Spatial Durbin Model (SDM) panels. The properties of the estimator tested were unbiased and normality. The properties test of the estimator was carried out using the Monte Carlo simulation approach. From the results of this research, it finds that the SCBB estimator has unbiased properties and follows a normal distribution. Based on the property of the estimator obtained, the SCBB parameter estimation method in the dynamic SDM panel model works well in overcoming endogeneity and spatial dependence problems.
空间Durbin面板模型动态空间校正Blundell键的蒙特卡罗估计性质
本研究讨论了空间校正布伦德尔键(SCBB)在克服动态空间杜宾模型(SDM)面板中出现的内生性和空间依赖性问题方面的性质。所检验的估计量具有无偏性和正态性。使用蒙特卡罗模拟方法对估计器的性能进行了测试。研究结果表明,SCBB估计量具有无偏性,服从正态分布。基于所获得的估计器的性质,动态SDM面板模型中的SCBB参数估计方法在克服内生性和空间依赖性问题方面效果良好。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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审稿时长
16 weeks
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