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A spatial dynamic panel model with random effects applied to commuting times

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  • Parent, Olivier
  • LeSage, James P.

Abstract

A space-time filter is set forth for spatial panel data situations that include random effects. We propose a general spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We apply the model to the case of highway induced travel demand. The theory of induced travel demand asserts that increased highway capacity will induce growth in traffic for a number of reasons. Our model allows us to quantify the spatial spillover impacts of increased highway capacity at one location in the network on travel times in neighboring locations and in future time periods.

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Bibliographic Info

Article provided by Elsevier in its journal Transportation Research Part B: Methodological.

Volume (Year): 44 (2010)
Issue (Month): 5 (June)
Pages: 633-645

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Handle: RePEc:eee:transb:v:44:y:2010:i:5:p:633-645

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Keywords: C11 C21 C23 R11 Spatial correlation Dynamic panels MCMC estimations;

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References

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  1. Baltagi, Badi H. & Heun Song, Seuck & Cheol Jung, Byoung & Koh, Won, 2007. "Testing for serial correlation, spatial autocorrelation and random effects using panel data," Journal of Econometrics, Elsevier, vol. 140(1), pages 5-51, September.
  2. Ian W. H. Parry & Kenneth A. Small, 2005. "Does Britain or the United States Have the Right Gasoline Tax?," American Economic Review, American Economic Association, vol. 95(4), pages 1276-1289, September.
  3. Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
  4. Garrido, Rodrigo A., 2000. "Spatial interaction between the truck flows through the Mexico-Texas border," Transportation Research Part A: Policy and Practice, Elsevier, vol. 34(1), pages 23-33, January.
  5. Song, Yan & Zenou, Yves, 2005. "Property Tax and Urban Sprawl. Theory and Implications for U.S. Cities," CEPR Discussion Papers 5345, C.E.P.R. Discussion Papers.
  6. Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
  7. Koop,Gary & Poirier,Dale J. & Tobias,Justin L., 2007. "Bayesian Econometric Methods," Cambridge Books, Cambridge University Press, number 9780521855716, April.
  8. Kim, Chansung, 2008. "Commuting time stability: A test of a co-location hypothesis," Transportation Research Part A: Policy and Practice, Elsevier, vol. 42(3), pages 524-544, March.
  9. Kirby, Dustin K. & LeSage, James P., 2009. "Changes in commuting to work times over the 1990 to 2000 period," Regional Science and Urban Economics, Elsevier, vol. 39(4), pages 460-471, July.
  10. Van Ommeren, Jos & Fosgerau, Mogens, 2009. "Workers' marginal costs of commuting," Journal of Urban Economics, Elsevier, vol. 65(1), pages 38-47, January.
  11. Noland, Robert B., 2001. "Relationships between highway capacity and induced vehicle travel," Transportation Research Part A: Policy and Practice, Elsevier, vol. 35(1), pages 47-72, January.
  12. Shirley, Chad & Winston, Clifford, 2004. "Firm inventory behavior and the returns from highway infrastructure investments," Journal of Urban Economics, Elsevier, vol. 55(2), pages 398-415, March.
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Citations

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Cited by:
  1. Harry Kelejian, 2014. "Omitted factors and spatial lags in the dependent variable," Letters in Spatial and Resource Sciences, Springer, vol. 7(1), pages 23-33, March.
  2. Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
  3. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
  4. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers 201303, Regional Research Institute, West Virginia University.
  5. Viego, Valentina & Temporelli, Karina, 2010. "Econometría espacial: una aplicación a los problemas de sobrepeso y obesidad en las provincias de Argentina
    [Spatial econometrics: an application to obesity indicators in Argentinian provinces]
    ," MPRA Paper 26878, University Library of Munich, Germany.
  6. LeSage, James P., 2011. "Discussion: Applications and Innovations in Spatial Econometrics," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(03), August.
  7. Romain Houssa, 2010. "Spatial Propagation of Macroeconomic Shocks in Europe," Working Papers 1009, University of Namur, Department of Economics.
  8. Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012. "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 211-220.
  9. Olivier Parent & James P. Lesage, 2009. "A space-time filter for panel data models containing random effects," University of Cincinnati, Economics Working Papers Series 2009-04, University of Cincinnati, Department of Economics.
  10. Viego, Valentina N. & Temporelli , Karina L., 2011. "Sobrepeso y obesidad en Argentina. Un análisis basado en técnicas de econometría espacial/Overweigh and Obesity in Argentina. A Spatial Approach," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 915 (26 pá, Diciembre.
  11. Dubé, Jean & Legros, Diègo & Thériault, Marius & Des Rosiers, François, 2014. "A spatial Difference-in-Differences estimator to evaluate the effect of change in public mass transit systems on house prices," Transportation Research Part B: Methodological, Elsevier, vol. 64(C), pages 24-40.
  12. James LeSage & Matthew Dominguez, 2012. "The importance of modeling spatial spillovers in public choice analysis," Public Choice, Springer, vol. 150(3), pages 525-545, March.
  13. Jean Dubé & Diègo Legros, 2013. "Dealing with spatial data pooled over time in statistical models," Letters in Spatial and Resource Sciences, Springer, vol. 6(1), pages 1-18, March.
  14. Baylis, Katherine R. & Paulson, Nicholas D. & Piras, Gianfranco, 2011. "Spatial Approaches to Panel Data in Agricultural Economics: A Climate Change Application," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(03), August.

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