Interpreting dynamic space-time panel data models

DOI10.1016/J.STAMET.2011.02.002MaRDI QIDQ713935zbMATH OpenOpenAlexFDO

Authors Nicolas Debarsy, Cem Ertur, James P. Lesage

Publication date 19 October 2012

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2011.02.002

zbMATH Keywords

dynamic responses over time and spaceMarkov chain Monte Carlo estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A space-time filter for panel data models containing random effects
• Handbook of spatial statistics.
• Introduction to spatial econometrics.
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
• Reference priors with partial information
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Cited in

(13)

• Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
• Functional form and spatial dependence in dynamic panels
• Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
• Modeling US housing prices by spatial dynamic structural equation models
• Space-time transport schemes and homogenization. I: General theory of Markovian and non-Markovian processes
• On the mutual dynamics of interregional gross migration flows in space and time
• Estimation of spatial panel data models with time varying spatial weights matrices
• scientific article; zbMATH DE number 7387515 (Why is no real title available?)
• Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
• Beyond distance: the spatial relationships of European regional economic growth
• Estimation of the spatial weighting matrix for regular lattice data -- an adaptive Lasso approach with cross-sectional resampling
• Spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
• The effect of weather conditions on fertilizer applications: a spatial dynamic panel data analysis

Describes a project that uses

Uses Software

• Arc_Mat

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