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Panel data models extended to spatial error autocorrelation or a spatially lagged dependent variable

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Author Info
Elhorst, J. Paul (Groningen University)

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Abstract

This paper surveys panel data models extended to spatial error autocorrelation or a spatially lagged dependent variable. In particular, it focuses on the specification and estimation of four panel data models commonly used in applied research: the fixed effects model, the random effects model, the fixed coefficients model and the random coefficients model. This survey should prove useful for researchers in this area.

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File URL: http://irs.ub.rug.nl/ppn/217984169
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Publisher Info
Paper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 01C05.

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Date of creation: 2001
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Handle: RePEc:dgr:rugsom:01c05

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