Clustering and classification of spatio-temporal data using spatial dynamic panel data models

DOI10.1007/S11634-024-00620-7MaRDI QIDQ6918760zbMATH OpenFDO

Authors Giuseppe Feo, Francesco Giordano, Sara Milito, Marcella Niglio, Maria Lucia Parrella

Publication date 9 October 2025

Published in Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11634-024-00620-7

zbMATH Keywords

model selectionspatial clusteringspatial dynamic panel data models

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from spatial processes (62M30) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15) Spatial models in economics (91B72)

Cites work

• A Reality Check for Data Snooping
• A semiparametric spatial dynamic model
• Clustered Spatio-temporal varying coefficient regression model
• Common factors and spatial dependence: an application to US house prices
• Estimation of spatial autoregressive panel data models with fixed effects
• Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
• Grouped patterns of heterogeneity in panel data
• Identifying latent group structures in nonlinear panels
• Identifying latent group structures in spatial dynamic panels
• Identifying latent structures in panel data
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
• Spatial dynamic panel data models with correlated random effects
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Stepwise Multiple Testing as Formalized Data Snooping
• Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients

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