Fixed effects spatial panel data models with time-varying spatial dependence
DOI10.1016/J.ECONLET.2020.109531zbMATH Open1452.62701OpenAlexW3083214655MaRDI QIDQ2209591FDOQ2209591
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
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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)
Cites Work
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Estimation of spatial autoregressive panel data models with fixed effects
- A spatial dynamic panel data model with both time and individual fixed effects
- Spillover dynamics for systemic risk measurement using spatial financial time series models
- Estimation of spatial panel data models with time varying spatial weights matrices
- Spatial dynamic panel data models with interactive fixed effects
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
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
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