Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients

DOI10.1111/JTSA.12738MaRDI QIDQ6604027zbMATH OpenFDO

Authors Francesco Giordano, Marcella Niglio, Maria Lucia Parrella

Publication date 12 September 2024

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.12738

zbMATH Keywords

model selectionspatial dynamic panel data modelsspatial heterogeneity

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Inference from spatial processes (62M30) Inference from stochastic processes (62Mxx) Spatial models in economics (91B72)

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Cited in

(2)

• Clustering and classification of spatio-temporal data using spatial dynamic panel data models
• Clustering and testing financial asset returns using the spatial dynamic panel data model

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