The spatial time lag in panel data models

DOI10.1016/j.econlet.2012.07.025zbMath1283.91145OpenAlexW2086718215MaRDI QIDQ2440396

Jihai Yu, Ji Tao

Publication date: 18 March 2014

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.07.025

zbMATH Keywords

spatial autoregressiondynamic panelsexpendituresspatial time lag

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Spatial models in economics (91B72)

Related Items

Distributed estimation and inference for spatial autoregression model with large scale networks ⋮ Spatial dynamic panel data models with interactive fixed effects

Cites Work

• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Panel data models with spatially correlated error components
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
• Testing panel data regression models with spatial error correlation.
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Rao's score test in spatial econometrics