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

DOI10.1016/j.econlet.2015.01.021zbMath1321.62021OpenAlexW2081513565MaRDI QIDQ498880

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 dataimpact analysisspatial autoregressiontime varying spatial weights matrices

Mathematics Subject Classification ID

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

Related Items

Fixed effects spatial panel data models with time-varying spatial dependence ⋮ Combined asymmetric spatial weights matrix with application to housing prices ⋮ International knowledge spillover through trade: a time-varying spatial panel data approach

Uses Software

• Arc_Mat
• spatial panels

Cites Work

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