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Chow-Lin Methods in Spatial Mixed Models

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  • Wolfgang Polasek

    () (Institute for Advanced Studies, Vienna, Austria; University of Porto, Porto, Portugal; The Rimini Centre for Economic Analysis (RCEA))

  • Richard Sellner

    (Institute for Advanced Studies, Vienna, Austria)

  • Carlos Llano

    (Universidad Autónoma de Madrid, Facultad de Ciencias Económicas y Empresariales, Departamento de Análisis Económico, Madrid, Spain)

Abstract

Missing data in dynamic panel models occur quite often since detailed recording of the dependent variable is often not possible at all observation points in time and space. In this paper we develop classical and Bayesian methods to complete missing data in panel models. The Chow-Lin (1971) method is a classical method for completing dependent disaggregated data and is successfully applied in economics to disaggregate aggregated time series. We will extend the space-time panel model in a new way to include cross-sectional and spatially correlated data. The missing disaggregated data will be obtained either by point prediction or by a numerical (posterior) predictive density. Furthermore, we point out that the approach can be extended to more complex models, like ow data or systems of panel data. The panel Chow-Lin approach will be demonstrated with examples involving regional growth for Spanish regions.

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Bibliographic Info

Paper provided by The Rimini Centre for Economic Analysis in its series Working Paper Series with number 47_10.

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Date of creation: Jan 2010
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Handle: RePEc:rim:rimwps:47_10

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Related research

Keywords: Space-time interpolation; Spatial panel econometrics; MCMC; Spatial Chow-Lin; missing regional data; Spanish provinces; MCMC; NUTS: nomenclature of territorial units for statistics;

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