Fixed effects spatial panel data models with time-varying spatial dependence

DOI10.1016/j.econlet.2020.109531zbMath1452.62701OpenAlexW3083214655MaRDI QIDQ2209591

Xi Qu, Juncong Guo

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109531

zbMATH Keywords

fixed effectsspatial autoregressivetime-varying spatial dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Causal inference from observational studies (62D20)

Related Items (1)

Panel threshold spatial Durbin models with individual fixed effects

Cites Work

• Estimation of spatial autoregressive panel data models with fixed effects
• A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
• Spillover dynamics for systemic risk measurement using spatial financial time series models
• Estimation of spatial panel data models with time varying spatial weights matrices
• Spatial dynamic panel data models with interactive fixed effects
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
• On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors

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