A time-space dynamic panel data model with spatial moving average errors
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
DOI: 10.1016/j.regsciurbeco.2018.04.013
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- 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.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018. "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," MPRA Paper 86371, University Library of Munich, Germany.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018. "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," IZA Discussion Papers 11587, Institute of Labor Economics (IZA).
References listed on IDEAS
- Parent, Olivier & LeSage, James P., 2010.
"A spatial dynamic panel model with random effects applied to commuting times,"
Transportation Research Part B: Methodological, Elsevier, vol. 44(5), pages 633-645, June.
- Olivier Parent & James P. Lesage, 2010. "A Spatial Dynamic Panel Model with Random Effects Applied to Commuting Times," University of Cincinnati, Economics Working Papers Series 2010-01, University of Cincinnati, Department of Economics.
- Justin Doran & Bernard Fingleton, 2014.
"Economic shocks and growth: Spatio-temporal perspectives on Europe's economies in a time of crisis,"
Papers in Regional Science, Wiley Blackwell, vol. 93, pages 137-165, November.
- Doran, Justin & Fingleton, Bernard, 2012. "Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis," MPRA Paper 47292, University Library of Munich, Germany.
- Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
- 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.
- José-Antonio Monteiro & Madina Kukenova, 2009. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," IRENE Working Papers 09-01, IRENE Institute of Economic Research.
- Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 13405, University Library of Munich, Germany, revised Feb 2009.
- Schanne, N. & Wapler, R. & Weyh, A., 2010.
"Regional unemployment forecasts with spatial interdependencies,"
International Journal of Forecasting, Elsevier, vol. 26(4), pages 908-926, October.
- Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2008. "Regional unemployment forecasts with spatial interdependencies," IAB-Discussion Paper 200828, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Elhorst, J. Paul, 2010. "Dynamic panels with endogenous interaction effects when T is small," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 272-282, September.
- Bernard Fingleton, 2008. "A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(1), pages 27-44.
- Nicolas DEBARSY (CERPE De Namur) & Cem ERTUR & James P. LeSAGE, 2010.
"Interpreting Dynamic Space-Time Panel Data Models,"
LEO Working Papers / DR LEO
800, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Cem Ertur & James P. Lesage, 2012. "Interpreting Dynamic Space-Time Panel Data Models," Post-Print hal-00525740, HAL.
- Bernard Fingleton, 2009.
"A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices,"
Studies in Empirical Economics, in: Giuseppe Arbia & Badi H. Baltagi (ed.), Spatial Econometrics, pages 35-57,
Springer.
- Bernard Fingleton, 2008. "A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices," Empirical Economics, Springer, vol. 34(1), pages 35-57, February.
- Richard Blundell & Stephen Bond & Frank Windmeijer, 2000. "Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator," IFS Working Papers W00/12, Institute for Fiscal Studies.
- Baltagi, Badi H. & Yang, Zhenlin, 2013.
"Heteroskedasticity and non-normality robust LM tests for spatial dependence,"
Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 725-739.
- Badi H. Baltagi & Zhenlin Yang, 2013. "Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence," Center for Policy Research Working Papers 156, Center for Policy Research, Maxwell School, Syracuse University.
- Franzese, Robert J. & Hays, Jude C., 2007. "Spatial Econometric Models of Cross-Sectional Interdependence in Political Science Panel and Time-Series-Cross-Section Data," Political Analysis, Cambridge University Press, vol. 15(2), pages 140-164, April.
- Mark Thissen & Frank van Oort & Dario Diodato & Arjan Ruijs, 2013. "Regional Competitiveness and Smart Specialization in Europe," Books, Edward Elgar Publishing, number 15331.
- Badi Baltagi & Dong Li, 2006.
"Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(2), pages 175-185.
- Badi H. Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor," Center for Policy Research Working Papers 84, Center for Policy Research, Maxwell School, Syracuse University.
- Stephen Bond, 2002. "Dynamic panel data models: a guide to microdata methods and practice," CeMMAP working papers CWP09/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bernard Fingleton, 2014. "Forecasting with dynamic spatial panel data: practical implementation methods," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 194-207.
- Ciccone, Antonio & Hall, Robert E, 1996.
"Productivity and the Density of Economic Activity,"
American Economic Review, American Economic Association, vol. 86(1), pages 54-70, March.
- Antonio Ciccone & Robert E. Hall, 1993. "Productivity and the Density of Economic Activity," NBER Working Papers 4313, National Bureau of Economic Research, Inc.
- Antonio Ciccone & Robert E. Hall, 1995. "Productivity and the density of economic activity," Economics Working Papers 120, Department of Economics and Business, Universitat Pompeu Fabra.
- Robert C. Feenstra & Robert E. Lipsey & Haiyan Deng & Alyson C. Ma & Hengyong Mo, 2005. "World Trade Flows: 1962-2000," NBER Working Papers 11040, National Bureau of Economic Research, Inc.
- Badi H. Baltagi & Dong Li, 2004. "Prediction in the Panel Data Model with Spatial Correlation," Advances in Spatial Science, in: Luc Anselin & Raymond J. G. M. Florax & Sergio J. Rey (ed.), Advances in Spatial Econometrics, chapter 13, pages 283-295, Springer.
- Fingleton, B & McCombie, J S L, 1998. "Increasing Returns and Economic Growth: Some Evidence for Manufacturing from the European Union Regions," Oxford Economic Papers, Oxford University Press, vol. 50(1), pages 89-105, January.
- Bernard Fingleton, 2009.
"Prediction Using Panel Data Regression with Spatial Random Effects,"
International Regional Science Review, , vol. 32(2), pages 195-220, April.
- Fingleton, Bernard, 2008. "Prediction using panel data regression with spatial random effects," LSE Research Online Documents on Economics 33150, London School of Economics and Political Science, LSE Library.
- Bernard Fingleton, 2008. "Prediction Using Panel Data Regression with Spatial Random Effects," SERC Discussion Papers 0007, Centre for Economic Performance, LSE.
- Konstantin Arkadievich Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2008.
"A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(2), pages 195-207.
- Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2007. "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Discussion Papers of DIW Berlin 664, DIW Berlin, German Institute for Economic Research.
- Chow, Gregory C & Lin, An-loh, 1971.
"Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series,"
The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
- Tom Doan, "undated". "CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series," Statistical Software Components RTS00036, Boston College Department of Economics.
- Tom Doan, "undated". "DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure," Statistical Software Components RTS00050, Boston College Department of Economics.
- Eric Girardin & Konstantin A. Kholodilin, 2011.
"How helpful are spatial effects in forecasting the growth of Chinese provinces?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 622-643, November.
- Girardin, Eric & Kholodilin, Konstantin A., 2010. "How helpful are spatial effects in forecasting the growth of Chinese provinces?," BOFIT Discussion Papers 15/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009.
"Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors,"
Other publications TiSEM
d473cc67-03f6-4389-9a9f-3, Tilburg University, School of Economics and Management.
- Jan P.A.M. Jacobs & Jenny E. Ligthart & Hendrik Vrijburg, 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0915, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Discussion Paper 2009-92, Tilburg University, Center for Economic Research.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2014.
"Estimating and Forecasting with a Dynamic Spatial Panel Data Model,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 112-138, February.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2011. "Estimating and Forecasting with a Dynamic Spatial Panel Data Model," SERC Discussion Papers 0095, Centre for Economic Performance, LSE.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2012. "Estimating and Forecasting With A Dynamic Spatial Panel Data Model," Center for Policy Research Working Papers 149, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2011. "Estimating and forecasting with a dynamic spatial panel data model," LSE Research Online Documents on Economics 58322, London School of Economics and Political Science, LSE Library.
- Kelejian, Harry H & Prucha, Ingmar R, 1998.
"A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances,"
The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 99-121, July.
- Harry H. Kelejian & Ingmar R. Prucha, 1997. "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," Electronic Working Papers 97-002, University of Maryland, Department of Economics, revised Aug 1997.
- Filippo Simini & Marta C. González & Amos Maritan & Albert-László Barabási, 2012. "A universal model for mobility and migration patterns," Nature, Nature, vol. 484(7392), pages 96-100, April.
- Korniotis, George M., 2010. "Estimating Panel Models With Internal and External Habit Formation," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 145-158.
- Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
- M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
- Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January.
- Kelejian, Harry H & Prucha, Ingmar R, 1999.
"A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
- Harry H. Kelejian & Ingmar R. Prucha, 1995. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers 95-001, University of Maryland, Department of Economics, revised Mar 1997.
- Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2012. "Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration," Journal of Econometrics, Elsevier, vol. 167(1), pages 16-37.
- Parent, Olivier & LeSage, James P., 2011.
"A space-time filter for panel data models containing random effects,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 475-490, January.
- Olivier Parent & James P. Lesage, 2009. "A space-time filter for panel data models containing random effects," University of Cincinnati, Economics Working Papers Series 2009-04, University of Cincinnati, Department of Economics.
- Ryan R. Brady, 2011.
"Measuring the diffusion of housing prices across space and over time,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.
- Ryan R. Brady, 2007. "Measuring the diffusion of housing prices across space and over time," Departmental Working Papers 19, United States Naval Academy Department of Economics.
- Stephen R. Bond, 2002. "Dynamic panel data models: a guide to micro data methods and practice," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 141-162, August.
- Blundell, Richard & Bond, Stephen, 1998.
"Initial conditions and moment restrictions in dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
- R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
- Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
- Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
- Wolfang Polasek & Carlos Llano & Richard Sellner, 2010. "Bayesian Methods for Completing Data in Spatial Models," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 194-214, June.
- Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 180(2), pages 174-197.
- Bernard Fingleton & Harry Garretsen & Ron Martin, 2015. "Shocking aspects of monetary union: the vulnerability of regions in Euroland," Journal of Economic Geography, Oxford University Press, vol. 15(5), pages 907-934.
- László Mátyás & Patrick Sevestre (ed.), 2008. "The Econometrics of Panel Data," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75892-1, July-Dece.
- 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.
- J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
- Pesaran, M. Hashem, 2015. "Time Series and Panel Data Econometrics," OUP Catalogue, Oxford University Press, number 9780198759980, Decembrie.
- Salima Bouayad-Agha & Lionel Védrine, 2010. "Estimation Strategies for a Spatial Dynamic Panel using GMM. A New Approach to the Convergence Issue of European Regions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(2), pages 205-227.
- Mark Thissen & Frank Van Oort & Dario Diodato, 2013. "Integration and Convergence in Regional Europe: European Regional Trade Flows from 2000 to 2010," ERSA conference papers ersa13p1116, European Regional Science Association.
- Kelejian, Harry H. & Prucha, Ingmar R., 2007. "The relative efficiencies of various predictors in spatial econometric models containing spatial lags," Regional Science and Urban Economics, Elsevier, vol. 37(3), pages 363-374, May.
- Lung‐fei Lee & Jihai Yu, 2016. "Identification of Spatial Durbin Panel Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 133-162, January.
- Simonetta Longhi & Peter Nijkamp, 2007. "Forecasting Regional Labor Market Developments under Spatial Autocorrelation," International Regional Science Review, , vol. 30(2), pages 100-119, April.
- 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.
- Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
- Manuel Arellano & Stephen Bond, 1991.
"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(2), pages 277-297.
- Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
- Lee, Lung-fei & Yu, Jihai, 2010. "Some recent developments in spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 255-271, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- Carsten Ochsen, 2021.
"Age cohort effects on unemployment in the USA: Evidence from the regional level,"
Papers in Regional Science, Wiley Blackwell, vol. 100(4), pages 1025-1053, August.
- Ochsen, Carsten, 2020. "Age cohort effects on unemployment in the US: Evidence from the regional level," Thuenen-Series of Applied Economic Theory 165, University of Rostock, Institute of Economics.
- 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.
- Fingleton, Bernard & Szumilo, Nikodem, 2019. "Simulating the impact of transport infrastructure investment on wages: a dynamic spatial panel model approach," LSE Research Online Documents on Economics 100014, London School of Economics and Political Science, LSE Library.
- 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.
- Fingleton, Bernard, 2018. "Exploring Brexit with dynamic spatial panel models : some possible outcomes for employment across the EU regions," MPRA Paper 86553, University Library of Munich, Germany.
- Linus Holtermann & Christian Hundt, 2018.
"Hierarchically structured determinants and phase related patterns of economic resilience. An empirical case study for European regions,"
Working Papers on Innovation and Space
2018-02, Philipps University Marburg, Department of Geography.
- Holtermann, Linus & Hundt, Christian, 2018. "Hierarchically structured determinants and phase-related patterns of economic resilience – An empirical case study for European regions," MPRA Paper 88359, University Library of Munich, Germany.
- Bernard Fingleton & Daniel Olner & Gwilym Pryce, 2020. "Estimating the local employment impacts of immigration: A dynamic spatial panel model," Urban Studies, Urban Studies Journal Limited, vol. 57(13), pages 2646-2662, October.
- Xinghua Wang & Shunchen Wu & Xiaojuan Qin & Meixiang La & Haixia Zuo, 2022. "Informal Environment Regulation, Green Technology Innovation and Air Pollution: Quasi-Natural Experiments from Prefectural Cities in China," Sustainability, MDPI, vol. 14(10), pages 1-13, May.
- Mihaela Simionescu & Carmen Beatrice Păuna & Mihaela-Daniela Vornicescu Niculescu, 2021. "The Relationship between Economic Growth and Pollution in Some New European Union Member States: A Dynamic Panel ARDL Approach," Energies, MDPI, vol. 14(9), pages 1-17, April.
- Bernard Fingleton, 2020. "Italexit, is it another Brexit?," Journal of Geographical Systems, Springer, vol. 22(1), pages 77-104, January.
- Marinos, Theocharis & Belegri-Roboli, Athena & Michaelides, Panayotis G. & Konstantakis, Konstantinos Ν., 2022. "The spatial spillover effect of transport infrastructures in the Greek economy (2000–2013): A panel data analysis," Research in Transportation Economics, Elsevier, vol. 94(C).
- Fingleton Bernard & Gardiner Ben & Martin Ron & Barbieri Luca, 2023. "The impact of brexit on regional productivity in the UK," ZFW – Advances in Economic Geography, De Gruyter, vol. 67(2), pages 142-160, August.
- Yue Wang & Lei Shi & Di Chen & Xue Tan, 2020. "Spatial-Temporal Analysis and Driving Factors Decomposition of (De)Coupling Condition of SO 2 Emissions in China," IJERPH, MDPI, vol. 17(18), pages 1-18, September.
- Liu, Yunqiang & Zhu, Jialing & Li, Eldon Y. & Meng, Zhiyi & Song, Yan, 2020. "Environmental regulation, green technological innovation, and eco-efficiency: The case of Yangtze river economic belt in China," Technological Forecasting and Social Change, Elsevier, vol. 155(C).
- Bernard Fingleton, 2022. "Modifying the linear two-step Windmeijer correction for the presence of spatial error dependence," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-18, December.
- Yingxia Pu & Xinyi Zhao & Guangqing Chi & Jin Zhao & Fanhua Kong, 2019. "A spatial dynamic panel approach to modelling the space-time dynamics of interprovincial migration flows in China," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(31), pages 913-948.
- Bernard Fingleton, 2023. "Estimating dynamic spatial panel data models with endogenous regressors using synthetic instruments," Journal of Geographical Systems, Springer, vol. 25(1), pages 121-152, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Fingleton, Bernard, 2018. "Exploring Brexit with dynamic spatial panel models : some possible outcomes for employment across the EU regions," MPRA Paper 86553, University Library of Munich, Germany.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2014.
"Estimating and Forecasting with a Dynamic Spatial Panel Data Model,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 112-138, February.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2011. "Estimating and forecasting with a dynamic spatial panel data model," LSE Research Online Documents on Economics 58322, London School of Economics and Political Science, LSE Library.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2011. "Estimating and Forecasting with a Dynamic Spatial Panel Data Model," SERC Discussion Papers 0095, Centre for Economic Performance, LSE.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2012. "Estimating and Forecasting With A Dynamic Spatial Panel Data Model," Center for Policy Research Working Papers 149, Center for Policy Research, Maxwell School, Syracuse University.
- 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.
- Fingleton, Bernard & Szumilo, Nikodem, 2019. "Simulating the impact of transport infrastructure investment on wages: a dynamic spatial panel model approach," LSE Research Online Documents on Economics 100014, London School of Economics and Political Science, LSE Library.
- Bernard Fingleton, 2020. "Italexit, is it another Brexit?," Journal of Geographical Systems, Springer, vol. 22(1), pages 77-104, January.
- 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.
- J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
- 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.
- 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.
- Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014. "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 129-146.
- 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.
- Hujer Reinhard & Rodrigues Paulo J. M. & Wolf Katja, 2008. "Dynamic Panel Data Models with Spatial Correlation," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 612-629, October.
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134),"
Other publications TiSEM
b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Discussion Paper 2015-003, Tilburg University, Center for Economic Research.
- Salima Bouayad-Agha & Nadine Turpin & Lionel Védrine, 2010.
"Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005,"
TEPP Working Paper
2010-17, TEPP.
- Salima Bouayad Agha & Nadine Turpin & Lionel Vedrine, 2010. "Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005," Working Papers halshs-00812077, HAL.
- 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.
- Montmartin, Benjamin & Herrera, Marcos, 2015.
"Internal and external effects of R&D subsidies and fiscal incentives: Empirical evidence using spatial dynamic panel models,"
Research Policy, Elsevier, vol. 44(5), pages 1065-1079.
- Benjamin Montmartin & Marcos Herrera, 2014. "Internal and External Effects of R&D Subsidies and Fiscal Incentives: Empirical Evidence Using Spatial Dynamic Panel Models," GREDEG Working Papers 2014-09, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
- Yongfu Huang & M. G. Quibria, 2013. "Green Growth: Theory and Evidence," WIDER Working Paper Series wp-2013-056, World Institute for Development Economic Research (UNU-WIDER).
- Giulio Cainelli & Sandro Montresor & Giuseppe Vittucci Marzetti, 2014.
"Spatial agglomeration and firm exit: a spatial dynamic analysis for Italian provinces,"
Small Business Economics, Springer, vol. 43(1), pages 213-228, June.
- Giulio Cainelli & Sandro Montresor & Giuseppi Vittucci Marzetti, 2013. "Spatial agglomeration and firm exit: a spatial dynamic analysis for Italian provinces," "Marco Fanno" Working Papers 0173, Dipartimento di Scienze Economiche "Marco Fanno".
- 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.
- DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016. "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," LIDAM Discussion Papers CORE 2016053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," LIDAM Reprints CORE 2937, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nicolas DEBARSY & CYRILLE DOSSOUGOIN & Cem ERTUR & Jean-Yves GNABO, 2016. "Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach," LEO Working Papers / DR LEO 2441, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Post-Print hal-01744629, HAL.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003),"
Other publications TiSEM
b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
- bouayad-agha-Hamouche, salima & turpin, nadine & védrine, lionel, 2012. "Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy," MPRA Paper 65470, University Library of Munich, Germany.
More about this item
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-04129306. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.