Timbang Sirait, "Multivariate Spatial Autoregressive Three-Stage Least Squares Fixed Effect Panel Simultaneous Models and Estimation of their Parameters," WSEAS Transactions on Mathematics, vol. 18, pp. 307-318, 2019, DOI:
Timbang Sirait. Multivariate Spatial Autoregressive Three-Stage Least Squares Fixed Effect Panel Simultaneous Models and Estimation of their Parameters.
WSEAS Transactions on Mathematics. 2019;18:307-318.
WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 18, 2019
Multivariate Spatial Autoregressive Three-Stage Least Squares Fixed Effect Panel Simultaneous Models and Estimation of their Parameters
Author:
Abstract: Models which describe a two-way flow of influence among dependent variables are called simultaneous equation models. Simultaneous equation models using panel data, especially for fixed effect where there are spatial autoregressive with exact solutions, still few of their development and require to be developed. This paper proposed feasible generalized least squares-three-stage least squares (FGLS-3SLS) to find all the estimators with exact solution. The proposed estimators are proved to be consistent.
Keywords:
simultaneous equation models, panel data, fixed effect, spatial autoregressive, FGLS, 3SLS, consistent
Pages: 307-318 WSEAS Transactions on Mathematics, ISSN / E-ISSN: 1109-2769 / 2224-2880, Volume 18, 2019, Art. #39 DOI: *As the DOI is a unique identifier, it is already available in the pdf version.
**The DOI link will be activated in the first midst of January 2026.
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