Estimation of spatial panel data models with time varying spatial weights matrices

DOI10.1016/J.ECONLET.2015.01.021MaRDI QIDQ498880zbMATH OpenOpenAlexFDO

Authors Wei Wang, Jihai Yu

Publication date 29 September 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2015.01.021

zbMATH Keywords

fixed effectsmaximum likelihoodpanel dataspatial autoregressionimpact analysistime varying spatial weights matrices

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
• QML estimation of dynamic panel data models with spatial errors
• Estimation of spatial autoregressive panel data models with fixed effects
• Fixed-effects dynamic spatial panel data models and impulse response analysis
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration

Cites work

• Estimating regional trade agreement effects on FDI in an interdependent world
• Estimation of spatial autoregressive panel data models with fixed effects
• Interpreting dynamic space-time panel data models
• Introduction to spatial econometrics.
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Cited in

(15)

• Fixed effects spatial panel data models with time-varying spatial dependence
• Comparing performances of WG, WGnew and WC on dynamic spatial panel model by Monte Carlo simulations
• Dynamic spatial panel models: networks, common shocks, and sequential exogeneity
• Estimation of spatial panels
• QML estimation of dynamic panel data models with spatial errors
• Spatial weights matrix selection and model averaging for spatial autoregressive models
• The spatial time lag in panel data models
• Combined asymmetric spatial weights matrix with application to housing prices
• International knowledge spillover through trade: a time-varying spatial panel data approach
• Fixed-effects dynamic spatial panel data models and impulse response analysis
• Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
• Robust estimation and inference of spatial panel data models with fixed effects
• QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
• Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
• QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity

Describes a project that uses

Uses Software

• spatial panels
• Arc_Mat

This page was built for publication: Estimation of spatial panel data models with time varying spatial weights matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q498880)