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Bayesian analysis of spatial panel Durbin model with convex combinations of different spatial weight matrices

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  • Wang, Jiajia

Abstract

This study examines the spatial panel Durbin model with convex combinations of different spatial weight matrices. These combinations are present not only in the spatial lag of the dependent variable but also in the spatial lags of the explanatory variables. Moreover, the combination coefficients in the spatially lagged dependent and explanatory variables may differ. An adaptive MCMC sampling method is used for the Bayesian estimation of this model. Additionally, this study explores model selection issues using the posterior Bayesian information criterion.

Suggested Citation

  • Wang, Jiajia, 2025. "Bayesian analysis of spatial panel Durbin model with convex combinations of different spatial weight matrices," Economics Letters, Elsevier, vol. 256(C).
    • Handle: RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004240
    DOI: 10.1016/j.econlet.2025.112587
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    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General

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