Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
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- James LeSage, 2015. "Software for Bayesian cross section and panel spatial model comparison," Journal of Geographical Systems, Springer, vol. 17(4), pages 297-310, October.
More about this item
KeywordsSpatial Durbin error model; Spatial autoregressive model; Matrix exponential spatial specification; Smoothness prior; Marginal likelihood; Bayesian estimation;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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