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A space-time filter for panel data models containing random effects

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Cited by:

  1. Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2019. "A time-space dynamic panel data model with spatial moving average errors," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 13-31.
  2. repec:rri:wpaper:201303 is not listed on IDEAS
  3. Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
  4. Elena Kotyrlo, 2013. "Stationarity conditions for the spatial first-order and serial second-order model," Letters in Spatial and Resource Sciences, Springer, vol. 6(1), pages 19-29, March.
  5. Stephanie Glaser & Robert C. Jung & Karsten Schweikert, 2022. "Spatial panel count data: modeling and forecasting of urban crimes," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-29, December.
  6. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
  7. Elhorst, J. Paul & Emili, Silvia, 2022. "A spatial econometric multivariate model of Okun's law," Regional Science and Urban Economics, Elsevier, vol. 93(C).
  8. 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.
  9. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  10. Elhorst, J. Paul & Madre, Jean-Loup & Pirotte, Alain, 2020. "Car traffic, habit persistence, cross-sectional dependence, and spatial heterogeneity: New insights using French departmental data," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 614-632.
  11. Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
  12. LeSage, James P. & Chih, Yao-Yu & Vance, Colin, 2019. "Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 107-125.
  13. Tzu-Ming Liu, 2020. "Habit formation or word of mouth: What does lagged dependent variable in tourism demand models imply?," Tourism Economics, , vol. 26(3), pages 461-474, May.
  14. Bernard Fingleton & Franz Fuerst & Nikodem Szumilo, 2019. "Housing affordability: Is new local supply the key?," Environment and Planning A, , vol. 51(1), pages 25-50, February.
  15. James Paul LeSage, 2020. "Fast MCMC estimation of multiple W-matrix spatial regression models and Metropolis–Hastings Monte Carlo log-marginal likelihoods," Journal of Geographical Systems, Springer, vol. 22(1), pages 47-75, January.
  16. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  17. Mengqi Zhang & Boping Tian, 2023. "Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model," Mathematics, MDPI, vol. 11(13), pages 1-16, July.
  18. Cristiana Fiorelli & Alfredo Cartone & Matteo Foglia, 2021. "Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 223-245, February.
  19. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
  20. J. Paul Elhorst, 2014. "Dynamic Spatial Panels: Models, Methods and Inferences," SpringerBriefs in Regional Science, in: Spatial Econometrics, edition 127, chapter 0, pages 95-119, Springer.
  21. Ng, Choy Peng & Law, Teik Hua & Jakarni, Fauzan Mohd & Kulanthayan, S., 2018. "Relative improvements in road mobility as compared to improvements in road accessibility and urban growth: A panel data analysis," Transportation Research Part A: Policy and Practice, Elsevier, vol. 117(C), pages 292-301.
  22. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
  23. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers 254, Center for Policy Research, Maxwell School, Syracuse University.
  24. Bernard Fingleton, 2020. "Exploring Brexit with dynamic spatial panel models: some possible outcomes for employment across the EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 455-491, April.
  25. 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.
  26. Triki, Mohamed Bilel, 2019. "The Italian wage curve revisited: A local and spatial cointegration," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 73-90.
  27. Fingleton, Bernard & Szumilo, Nikodem, 2019. "Simulating the impact of transport infrastructure investment on wages: A dynamic spatial panel model approach," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 148-164.
  28. Anil K. Bera & Osman Doğan & Süleyman Taşpınar & Monalisa Sen, 2020. "Specification tests for spatial panel data models," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-39, December.
  29. James LeSage & Yuxue Sheng, 2014. "A spatial econometric panel data examination of endogenous versus exogenous interaction in Chinese province-level patenting," Journal of Geographical Systems, Springer, vol. 16(3), pages 233-262, July.
  30. Jerome Segura III, 2017. "The effect of state and local taxes on economic growth: A spatial dynamic panel approach," Papers in Regional Science, Wiley Blackwell, vol. 96(3), pages 627-645, August.
  31. Zhang, Yuanqing & Sun, Yanqing, 2015. "Estimation of partially specified dynamic spatial panel data models with fixed-effects," Regional Science and Urban Economics, Elsevier, vol. 51(C), pages 37-46.
  32. Bogui Li & Jianbao Chen & Shuangshuang Li, 2023. "Estimation of Fixed Effects Partially Linear Varying Coefficient Panel Data Regression Model with Nonseparable Space-Time Filters," Mathematics, MDPI, vol. 11(6), pages 1-24, March.
  33. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 64(3), pages 1281-1314, March.
  34. J. Paul Elhorst, 2022. "The dynamic general nesting spatial econometric model for spatial panels with common factors: Further raising the bar," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 42(3), pages 249-267, December.
  35. Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
  36. 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.
  37. Wang, Xiaokun (Cara) & Kockelman, Kara M. & Lemp, Jason D., 2012. "The dynamic spatial multinomial probit model: analysis of land use change using parcel-level data," Journal of Transport Geography, Elsevier, vol. 24(C), pages 77-88.
  38. Bernard Fingleton, 2020. "Italexit, is it another Brexit?," Journal of Geographical Systems, Springer, vol. 22(1), pages 77-104, January.
  39. Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017. "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 65-88.
  40. Olivier Parent, 2012. "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, vol. 14(1), pages 49-73, January.
  41. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space–time panel data models using $$\varepsilon $$ ε -contamination: an application to crop yields and climate change," Empirical Economics, Springer, vol. 64(6), pages 2475-2509, June.
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