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Software for Bayesian cross section and panel spatial model comparison

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  • James LeSage

Abstract

A wide variety of spatial regression specifications that include alternative types of spatial dependence (e.g., lagged values of the dependent variable, spatial lags of explanatory variables, dependence in the model disturbances) have been the focus of a literature on statistical tests for distinguishing between alternative specifications. LeSage (Spat Stat 9:122–145, 2014 ) argues that a Bayesian approach to model comparison for cross-sectional and static panel models considerably simplifies the task of selecting an appropriate model. MATLAB software functions for carrying out Bayesian cross-sectional and static spatial panel model comparisons described in LeSage ( 2014 ) are described here along with a number of illustrative applications. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • 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.
    • Handle: RePEc:kap:jgeosy:v:17:y:2015:i:4:p:297-310
    DOI: 10.1007/s10109-015-0217-3
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    References listed on IDEAS

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    More about this item

    Keywords

    Static space–time panel data models; Bayes factors ; Local versus global spatial spillovers; C11; C23; O47; O52;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
    • O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe

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