The spatial time lag in panel data models

DOI10.1016/J.ECONLET.2012.07.025MaRDI QIDQ2440396zbMATH OpenOpenAlexFDO

Authors Ji Tao, Jihai Yu

Publication date 18 March 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.07.025

zbMATH Keywords

dynamic panelsexpendituresspatial autoregressionspatial time lag

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Spatial models in economics (91B72)

Recommendations

• Tests for random time effects and spatial error correlation in panel regression models
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Cites work

• Panel data models with spatially correlated error components
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
• Rao's score test in spatial econometrics
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Testing panel data regression models with spatial error correlation.
• The econometrics of panel data. Fundamental and recent developments in theory and practice.

Cited in

(5)

• Lagged dependent variables and specification bias
• Fixed effects spatial panel data models with time-varying spatial dependence
• Spatial dynamic panel data models with interactive fixed effects
• Distributed estimation and inference for spatial autoregression model with large scale networks
• Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs

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