IDEAS home Printed from https://ideas.repec.org/h/spr/sbrchp/978-3-642-40340-8_3.html
   My bibliography  Save this book chapter

Spatial Panel Data Models

In: Spatial Econometrics

Author

Listed:
  • J. Paul Elhorst

    (University of Groningen)

Abstract

This chapter provides a survey of the specification and estimation of spatial panel data models. Five panel data models commonly used in applied research are considered: the fixed effects model, the random effects model, the fixed coefficients model, the random coefficients model, and the multilevel model. Today a (spatial) econometric researcher has the choice of many models. First, he should ask himself whether or not, and, if so, which type of spatial interaction effects should be accounted for. Second, he should ask himself whether or not spatial-specific and/or time-specific effects should be accounted for and, if so, whether they should be treated as fixed or as random effects. A selection framework is demonstrated to determine which of the first two types of spatial panel data models considered in this chapter best describes the data. The well-known Baltagi and Li (2004) panel dataset, explaining cigarette demand for 46 US states over the period 1963 to 1992, is used to illustrate this framework in an empirical setting.

Suggested Citation

  • J. Paul Elhorst, 2014. "Spatial Panel Data Models," SpringerBriefs in Regional Science, in: Spatial Econometrics, edition 127, chapter 0, pages 37-93, Springer.
    • Handle: RePEc:spr:sbrchp:978-3-642-40340-8_3
    DOI: 10.1007/978-3-642-40340-8_3
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sbrchp:978-3-642-40340-8_3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.