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Panel data models extended to spatial error autocorrelation or a spatially lagged dependent variable

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  • Elhorst, J. Paul

    (Groningen University)

Abstract

This paper surveys panel data models extended to spatial error autocorrelation or a spatially lagged dependent variable. In particular, it focuses on the specification and estimation of four panel data models commonly used in applied research: the fixed effects model, the random effects model, the fixed coefficients model and the random coefficients model. This survey should prove useful for researchers in this area.

Suggested Citation

  • Elhorst, J. Paul, 2001. "Panel data models extended to spatial error autocorrelation or a spatially lagged dependent variable," Research Report 01C05, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    • Handle: RePEc:gro:rugsom:01c05
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    File URL: http://irs.ub.rug.nl/ppn/217984169
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    Cited by:

    1. Barreira, Ana, 2011. "Spatial Strategic Interaction on Public Expenditures of The Northern Portuguese Local Governments," Spatial and Organizational Dynamics Discussion Papers 2011-2, CIEO-Research Centre for Spatial and Organizational Dynamics, University of Algarve.
    2. Riccardo Corradini, 2006. "Advanced estimates of regional accounts: an alternative approach by spatial panels," Computing in Economics and Finance 2006 287, Society for Computational Economics.
    3. José-Antonio Monteiro & Madina Kukenova, 2008. "Does Lax Environmental Regulation Attract FDI When Accounting For "Third-Country" Effects?," IRENE Working Papers 08-01, IRENE Institute of Economic Research.
    4. Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 11569, University Library of Munich, Germany, revised Nov 2008.
    5. Hall, Stephen G. & Guo, Qian, 2012. "Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate," Economic Modelling, Elsevier, vol. 29(1), pages 41-47.
    6. Gilio, Leandro & Azanha Ferraz Dias de Moraes, Márcia, 2016. "Sugarcane industry's socioeconomic impact in São Paulo, Brazil: A spatial dynamic panel approach," Energy Economics, Elsevier, vol. 58(C), pages 27-37.
    7. Charles Plaigin, 2009. "Exploratory study on the presence of cultural and institutional growth spillovers," DULBEA Working Papers 09-03.RS, ULB -- Universite Libre de Bruxelles.
    8. Sylvie Charlot & Sonia Paty, 2007. "Market access effect and local tax setting: evidence from French panel data," Journal of Economic Geography, Oxford University Press, vol. 7(3), pages 247-263, May.
    9. Giuseppe Arbia & Gianfranco Piras, 2004. "Convergence in per-capita GDP across European regions using panel data models extended to spatial autocorrelation effects," ERSA conference papers ersa04p524, European Regional Science Association.
    10. Sylvie Charlot & Sonia Paty, 2006. "Taxable Agglomeration Rent: Evidence From A Panel Data," INRA UMR CESAER Working Papers 2006/1, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux.

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