Dynamic spatial panels: models, methods, and inferences |
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Authors: | J Paul Elhorst |
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Institution: | (1) Department of Economics and Econometrics, University of Groningen, P.O. Box 800, 9700 AV Groningen, The Netherlands |
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Abstract: | This paper provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data
models, a collection of models for spatial panels extended to include one or more of the following variables and/or error
terms: a dependent variable lagged in time, a dependent variable lagged in space, a dependent variable lagged in both space
and time, independent variables lagged in time, independent variables lagged in space, serial error autocorrelation, spatial
error autocorrelation, spatial-specific and time-period-specific effects. The survey also examines the reasoning behind different
model specifications and the purposes for which they can be used, which should be useful for practitioners. |
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Keywords: | |
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