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11th International Workshop of Spatial Econometrics and Statistics – Avignon 2012

Large and Small Sample Properties of the MESS Specification by Nicolas DEBARSY (1) , Fei JIN (2) and Lung-Fei LEE (2) (1) CNRS, LEO - University of Orléans (2) Ohio State University Discussant : Alain PIROTTE

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11th International Workshop of Spatial Econometrics and Statistics – Avignon 2012

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  1. Large and Small Sample Properties of the MESS Specification by Nicolas DEBARSY(1), Fei JIN(2) and Lung-Fei LEE(2) (1)CNRS, LEO - University of Orléans (2)Ohio State University Discussant : Alain PIROTTE ERMES (CNRS) and TEPP (CNRS), University of Panthéon-Assas Paris II / Sorbonne University IFSTTAR-DEST, French Institute of Science and Technology for Transport, Development and Networks 11th International Workshop of Spatial Econometrics and Statistics – Avignon 2012

  2. 11th International Workshop of Spatial Econometrics and Statistics – Avignon 2012 SUMMARY

  3. 11th International Workshop of Spatial Econometrics and Statistics – Avignon 2012

  4. 11th International Workshop of Spatial Econometrics and Statistics – Avignon 2012

  5. 11th International Workshop of Spatial Econometrics and Statistics – Avignon 2012 - This paper retains a Cross-Section framework Þ Panel Data framework: • IndividualheterogeneityÞ Structureof heteroskedasticityis more complicated, seeBaltagi, Bresson and Pirotte (JofE, 2006); • NestedError Components structure (single nested structure Þ Baltagi, Song and Jung (JofE, 2001) and double nested structure Þ Antweiler (JofE, 2001)). • In appliedeconomicsoftentwoproblemsoccur: autocorrelated and heteroskedasticdisturbances; • Spatial Lag + (SAR + RE disturbances, seeKapoor, Kelejian and Prucha (JofE, 2007)).

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