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Some recent developments in spatial panel data models
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DOI：10.1016/j.regsciurbeco.2009.09.002.png)
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En 中文
Spatial econometrics has been an ongoing research field. Recently, it has been extended to panel data settings. Spatial panel data models can allow cross sectional dependence as well as state dependence, and can also enable researchers to control for unknown heterogeneity. This paper reports some recent developments in econometric specification and estimation of spatial panel data models. We develop a general framework and specialize it to investigate different spatial and time dynamics. Monte Carlo studies are provided to investigate finite sample properties of estimates and possible consequences of misspecifications. Two applications illustrate the relevance of spatial panel data models for empirical studies. (C) 2009 Elsevier B.V. All rights reserved.
Keyword:
Spatial econometrics
Panel data
Dynamic panel data
Fixed effects
Random effects
Testing
Market integration
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2.9
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2.3K
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