Panel data models with spatially correlated error components

DOI10.1016/J.JECONOM.2006.09.004zbMATH Open1418.62482OpenAlexW2161162628MaRDI QIDQ280270FDOQ280270

Authors: Mudit Kapoor, Harry H. Kelejian, Ingmar R. Prucha 

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.09.004

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zbMATH Keywords

error component modelpanel data modelspatial model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)

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Cited In (89)

• Estimation of unit root spatial dynamic panel data models
• A spatial dynamic panel data model with both time and individual fixed effects
• Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
• Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
• Estimation of spatial panels
• On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
• Spatial panel data model with error dependence: a Bayesian separable covariance approach
• Testing for heteroskedasticity and spatial correlation in a random effects panel data model
• UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
• Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
• Testing for heteroskedasticity and spatial correlation in a two way random effects model
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• A Generalized Spatial Panel Data Model with Random Effects
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• Kernel estimation of hazard functions when observations have dependent and common covariates
• Maximum likelihood estimation of spatially and serially correlated panels with random effects
• Moment-based tests for individual and time effects in panel data models
• Estimation of partially specified spatial panel data models with random-effects
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• A test of cross section dependence for a linear dynamic panel model with regressors
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• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
• QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
• Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model
• Penalized quantile regression for spatial panel data with fixed effects
• Specification of variance matrices for panel data models
• Recognition and variable selection in sparse spatial panel data models with fixed effects
• SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
• Parameter estimation and inference with spatial lags and cointegration
• Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
• Recursive estimation in large panel data models: theory and practice
• Saddlepoint Approximations for Spatial Panel Data Models
• Spatial–temporal variation of casuarina spread in Cauvery delta and north eastern zone of Tamil Nadu, India: a spatial autoregressive model
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• Estimation and variable selection for high-dimensional spatial dynamic panel data models
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