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Panel data models with spatially correlated error components

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Author Info
Kapoor, Mudit
Kelejian, Harry H.
Prucha, Ingmar R.
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File URL: http://www.sciencedirect.com/science/article/B6VC0-4MM95TN-2/2/17d67d50072aa2dd8834d7a6bf951ec2
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 140 (2007)
Issue (Month): 1 (September)
Pages: 97-130
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Handle: RePEc:eee:econom:v:140:y:2007:i:1:p:97-130

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  2. Bernard Fingleton, 2008. "A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices," Empirical Economics, Springer, vol. 34(1), pages 35-57, February. [Downloadable!] (restricted)
  3. Bittencourt, Manoel, 2008. "Inflation and Financial Development: Evidence from Brazil," Working Papers RP2008/14, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
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  4. Ryan R. Brady, 2007. "Measuring the persistence of spatial autocorrelation: How long does the spatial connection between housing markets last?," Departmental Working Papers 19, United States Naval Academy Department of Economics. [Downloadable!]
  5. Harald Badinger & Peter Egger, 2008. "GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  6. Gebremeskel H. Gebremariam & Tesfa G. Gebremedhin & Peter V. Schaeffer & Randall W. Jackson, 2008. "A Simultaneous Spatial Panel Data Model of Regional Growth Variation: An Empirical Analysis of Employment, Income, Migration and Local Public Services," Working Papers e07-12, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
  7. Moscone, Francesco & Tosetti, Elisa, 2009. "GMM estimation of spatial panels," MPRA Paper 16327, University Library of Munich, Germany. [Downloadable!]
  8. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009. "Forecasting with Spatial Panel Data," IZA Discussion Papers 4242, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Marco Crocco & Fabiana Santos & Pedro Amaral, 2009. "The spatial structure of the financial development in Brazil," Textos para Discussão Cedeplar-UFMG td361, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
  10. Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 11569, University Library of Munich, Germany, revised Mar 2009. [Downloadable!]
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  11. Harald Badinger & Peter Egger, 2008. "GM Estimation of Higher-Order Spatial Autoregressive Processes in Cross-Section Models with Heteroskedastic Disturbances," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  12. Bob Chirinko & Daniel J. Wilson, 2007. "Tax competition among U.S. states: racing to the bottom or riding on a seesaw?," Working Paper Series 2008-03, Federal Reserve Bank of San Francisco. [Downloadable!]
  13. Manoel Bittencourt, 2009. "Polarisation, Populism and Hyperinflation[s]: Some Evidence from Latin America," Working Papers 200921, University of Pretoria, Department of Economics. [Downloadable!]
  14. Stephen G. Hall & Pavlos Petroulas, 2008. "Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?," Working Papers 67, Bank of Greece. [Downloadable!]
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  15. Bernard Fingleton, 2008. "Prediction Using Panel Data Regression with Spatial Random Effects," SERC Discussion Papers 0007, Spatial Economics Research Centre, LSE. [Downloadable!]
  16. Baylis, Kathy & Garduno-Rivera, Rafael & Piras, Gianfranco, 2009. "The distributional effects of NAFTA in Mexico: evidence from a panel of municipalities," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49463, Agricultural and Applied Economics Association. [Downloadable!]
  17. Jaime Martínez-Martín, 2009. "General Equilibrium Long-Run Determinants for Spanish FDI: A Spatial Panel Data Approach," IREA Working Papers 200917, University of Barcelona, Research Institute of Applied Economics, revised Jun 2009. [Downloadable!]
  18. Aleksandra Riedl & Silvia Rocha-Akis, 2008. "Testing the tax competition theory: How elastic are national tax bases in Western Europe?," Working Papers 142, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
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  19. Harry Kelejian, 2008. "A spatial J-test for model specification against a single or a set of non-nested alternatives," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 1(1), pages 3-11, April. [Downloadable!] (restricted)
  20. Schanne, Norbert & Weyh, Antje, 2009. "What makes start-ups out of unemployment different?," IAB Discussion Paper 200904, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
  21. Harry Kelejian, 2008. "A spatial J-test for model specification against a single or a set of non-nested alternatives," Letters in Spatial and Resource Sciences, Springer, vol. 1(1), pages 3-11, July. [Downloadable!] (restricted)
  22. Harald Badinger & Peter Egger, 2008. "Horizontal versus Vertical Interdependence in Multinational Activity," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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