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Spatial Dynamic Panel Data Models with Correlated Random Effects

Citations

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Cited by:

  1. Anna Gloria Billé & Marco Rogna, 2022. "The effect of weather conditions on fertilizer applications: A spatial dynamic panel data analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 3-36, January.
  2. William W. Chow, 2025. "Inflation cost of strategic goods export restriction: evidence from dynamic spatial panel data model," International Economics and Economic Policy, Springer, vol. 22(4), pages 1-25, October.
  3. Ting Fung Ma & Fangfang Wang & Jun Zhu & Anthony R. Ives & Katarzyna E. Lewińska, 2023. "Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 279-298, June.
  4. Xu, Yuhong & Yang, Zhenlin, 2020. "Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  5. Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers 2501.18467, arXiv.org, revised Sep 2026.
  6. Manuela Fritz, 2022. "Wave after wave: determining the temporal lag in Covid-19 infections and deaths using spatial panel data from Germany," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-30, December.
  7. Li, Kunpeng & Lin, Wei, 2024. "Threshold spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 244(1).
  8. Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2023. "Regional Productivity Network in the EU," CESifo Working Paper Series 10404, CESifo.
  9. Francesco Giordano & Marcella Niglio & Maria Lucia Parrella, 2024. "Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(5), pages 771-799, September.
  10. Jushan Bai & Jesse Chieh Chen, 2026. "Fixed-$T$ Dynamic Spatial Panel Model with Common Shocks," Papers 2608.22499, arXiv.org.
  11. Servén, Luis & Abate, Girum Dagnachew, 2020. "Adding space to the international business cycle," Journal of Macroeconomics, Elsevier, vol. 65(C).
  12. Füss, Roland & Ruf, Daniel, 2022. "Information precision and return co-movements in private commercial real estate markets," Journal of Banking & Finance, Elsevier, vol. 138(C).
  13. Xiaowen Dai & Libin Jin, 2021. "Minimum distance quantile regression for spatial autoregressive panel data models with fixed effects," PLOS ONE, Public Library of Science, vol. 16(12), pages 1-13, December.
  14. Osman Doğan & Ye Yang & Süleyman Taşpınar, 2025. "Integrated modified harmonic mean method for spatial panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 109(4), pages 689-719, December.
  15. Chiara Colamartino & Annunziata Tarulli & Domenico Morrone, 2026. "Does It Pay to Have a B Corp Certification? The European Perspective Through Climate Change and Consumer Trust," Sustainable Development, John Wiley & Sons, Ltd., vol. 34(1), pages 637-648, February.
  16. Sebastian Kripfganz & Vasilis Sarafidis, 2026. "Chasing opportunity: spillovers and drivers of US state population growth," Spatial Economic Analysis, Taylor & Francis Journals, vol. 21(1), pages 61-79, January.
  17. Nicolas Debarsy & Julie Le Gallo, 2025. "Identification of Spatial Spillovers: Do's and Don'ts," Journal of Economic Surveys, Wiley Blackwell, vol. 39(5), pages 2152-2173, December.
  18. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng & Song, Yong, 2025. "Bayesian inference for dynamic spatial quantile models with interactive effects," MPRA Paper 123815, University Library of Munich, Germany.
  19. Feng, Xingdong & Li, Wenyu & Zhu, Qianqian, 2024. "Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
  20. Hanzhi Zhang & Qiang Liang & Yu Li & Pengpeng Gao, 2023. "Promoting eco-tourism for the green economic recovery in ASEAN," Economic Change and Restructuring, Springer, vol. 56(3), pages 2021-2036, June.
  21. Dai, Siqi & Wang, Wenting & Zheng, Chaowen, 2026. "Estimation of heterogeneous spatial panel data models with multiple structural breaks and a multifactor error structure," Economics Letters, Elsevier, vol. 266(C).
  22. Giuseppe Feo & Francesco Giordano & Sara Milito & Marcella Niglio & Maria Lucia Parrella, 2025. "Clustering and classification of spatio-temporal data using spatial dynamic panel data models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 19(2), pages 387-435, June.
  23. Osman Dou{g}an & Raffaele Mattera & Philipp Otto & Suleyman Tac{s}p{i}nar, 2024. "A Dynamic Spatiotemporal and Network ARCH Model with Common Factors," Papers 2410.16526, arXiv.org.
  24. repec:hal:journl:hal-04549691 is not listed on IDEAS
  25. Zhu, Huanjun & Zhu, Jialiang & Zhu, Yulin, 2025. "Quantifying change: The impact of digital financial inclusion across income quantiles in China," China Economic Review, Elsevier, vol. 91(C).
  26. Camilla Mastromarco & Léopold Simar, 2026. "Nonparametric spatial frontier models for productivity analysis: evidence from EU regions," Journal of Productivity Analysis, Springer, vol. 65(2), pages 1-21, June.
  27. Viviana Celli & Augusto Cerqua & Guido Pellegrini, 2026. "Identifying Treatment and Spillover Effects with Control-Based and Forecast-Based Counterfactuals," Papers 2607.20156, arXiv.org.
  28. Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
  29. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Correction to: Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 65(3), pages 1509-1509, September.
  30. Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
  31. Yang, Ye & Vijverberg, Wim P.M., 2026. "GMM inference in the matrix exponential spatial specification," Journal of Econometrics, Elsevier, vol. 254(PB).
  32. Ali Mehrabani & Shahnaz Parsaeian, 2026. "Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 44(3), pages 928-940, July.
  33. Dai, Siqi & Hong, Yongmiao & Li, Haiqi & Zheng, Chaowen, 2025. "Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 251(C).
  34. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023. "IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
  35. Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  36. Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
  37. Zhaoxing Gao & Sihan Tu & Ruey S. Tsay, 2025. "High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions," Papers 2511.01271, arXiv.org.
  38. Cerqueti, Roy & Ficcadenti, Valerio & Mattera, Raffaele, 2024. "Investors’ attention and network spillover for commodity market forecasting," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
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