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Spatial Panel Data Models

In: Econometric Analysis of Panel Data

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  • Badi H. Baltagi

    (Syracuse University)

Abstract

This chapter deals with spatial panel data models. Spatial panel models allow for cross-section dependence in the panel. Various general tests for cross-section dependence are studied in this chapter, as well as tests for spatial dependence across the panel. Estimation and testing using a spatial error component model are illustrated using Stata. This is also extended allowing for a spatial lag dependent variable panel model, possible dynamics, as well as a Hausman–Taylor spatial panel data model where time-invariant effects lost with a fixed effects spatial estimation are recaptured. Best linear unbiased forecasts with spatial panel models are derived and the effect of spatial correlation on panel unit root testing is studied.

Suggested Citation

  • Badi H. Baltagi, 2021. "Spatial Panel Data Models," Springer Texts in Business and Economics, in: Econometric Analysis of Panel Data, edition 6, chapter 0, pages 391-424, Springer.
    • Handle: RePEc:spr:sptchp:978-3-030-53953-5_13
    DOI: 10.1007/978-3-030-53953-5_13
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