Fixed effects spatial panel data models with time-varying spatial dependence

DOI10.1016/J.ECONLET.2020.109531MaRDI QIDQ2209591zbMATH OpenOpenAlexFDO

Authors Juncong Guo, Xi Qu

Publication date 4 November 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2020.109531

zbMATH Keywords

fixed effectsspatial autoregressivetime-varying spatial dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Causal inference from observational studies (62D20)

Recommendations

• A spatial dynamic panel data model with both time and individual fixed effects
• Estimation of spatial autoregressive panel data models with fixed effects
• Spatial dynamic panel data models with interactive fixed effects
• Fixed-effects dynamic spatial panel data models and impulse response analysis
• Spatial dynamic panel data models with correlated random effects
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
• Estimation of partially specified spatial panel data models with fixed-effects
• Estimation of spatial panel data models with time varying spatial weights matrices
• The spatial time lag in panel data models
• A generalized spatial panel data model with random effects

Cites work

• A spatial dynamic panel data model with both time and individual fixed effects
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
• Estimation of spatial autoregressive panel data models with fixed effects
• Estimation of spatial panel data models with time varying spatial weights matrices
• On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
• 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 interactive fixed effects
• Spillover dynamics for systemic risk measurement using spatial financial time series models
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels

Cited in

(7)

• The spatial time lag in panel data models
• A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
• Panel threshold spatial Durbin models with individual fixed effects
• Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when \(T\) is small
• An alternative semiparametric model for spatial panel data
• A panel data analysis: Research and development spillover
• A semiparametric panel data model with spatial-varying temporal effects

This page was built for publication: Fixed effects spatial panel data models with time-varying spatial dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2209591)