Data for: QML Estimation of the Matrix Exponential Spatial Specification Panel Data Model with Fixed Effects and Heteroskedasticity
The compressed file contains two folders. The "monte carlo" folder contains matlab code files, the data generation files (in the subfolder "hete_dpg") and the simulation result files (in the subfolder "hete_results"). The final results of Monte Carlo simulations are collected in the spreadsheet file "simulation results20181116.xlsx". The "real data analysis" folder contains the data sets and programs used in the empirical application. The data sets are from Ertur and Musolesi (2017). The txt file "longlat24.txt" contains longitude and latitude data of 24 countries, and "spatialti24.txt" contains observations on various variables.