Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients

DOI10.1080/07350015.2016.1167058MaRDI QIDQ6667110zbMATH OpenFDO

Authors Xiaoyi Han, Lung-fei Lee

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2016.1167058

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(2)

• Integrated modified harmonic mean method for spatial panel data models
• GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence

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