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A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors

Citations

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Cited by:

  1. Fei Jin & Lung‐fei Lee & Kai Yang, 2024. "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 640-658, June.
  2. repec:ags:aolpei:337997 is not listed on IDEAS
  3. Liu, Xiaodong & Lee, Lung-fei, 2010. "GMM estimation of social interaction models with centrality," Journal of Econometrics, Elsevier, vol. 159(1), pages 99-115, November.
  4. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
  5. Pedro Amaral & Mauro Lemos & Rodrigo Simões & Flávia Chein, 2010. "Regional Imbalances and Market Potential in Brazil," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(4), pages 463-482.
  6. Cima, Elizabeth Giron & da Rocha-Junior, Weimar Freire & Uribe-Opazo, Miguel Angel & Dalposso, Gustavo Henrique, 2023. "An Analysis of the Gross Domestic Product of Municipalities: a Spatial Glance into the State of Paraná-Brazil," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 15(2), June.
  7. Arbués, Pelayo & Baños, José F. & Mayor, Matías, 2015. "The spatial productivity of transportation infrastructure," Transportation Research Part A: Policy and Practice, Elsevier, vol. 75(C), pages 166-177.
  8. Udo Broll & Antonio Roldán-Ponce & Jack Wahl, 2010. "Spatial Allocation of Capital: The Role of Risk Preferences," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(4), pages 389-398.
  9. Moscone, F. & Tosetti, E., 2011. "GMM estimation of spatial panels with fixed effects and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 41(5), pages 487-497, September.
  10. 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.
  11. Ye, Qianting & Liang, Huajie & Lin, Kuan-Pin & Long, Zhihe, 2019. "Hierarchically spatial autoregressive and moving average error model," Economic Modelling, Elsevier, vol. 76(C), pages 14-30.
  12. Anobua Acha Arnaud Martial & Huang Dechun & Liton Chandra Voumik & Md. Jamsedul Islam & Shapan Chandra Majumder, 2023. "Investigating the Influence of Tourism, GDP, Renewable Energy, and Electricity Consumption on Carbon Emissions in Low-Income Countries," Energies, MDPI, vol. 16(12), pages 1-21, June.
  13. Fingleton, Bernard, 2010. "Predicting the geography of house prices," LSE Research Online Documents on Economics 33507, London School of Economics and Political Science, LSE Library.
  14. 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.
  15. Stephen Matthews & Daniel M. Parker, 2013. "Progress in Spatial Demography," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 28(10), pages 271-312.
  16. Silvia Palombi & Roger Perman & Christophe Tavéra, 2017. "Commuting effects in Okun's Law among British areas: Evidence from spatial panel econometrics," Papers in Regional Science, Wiley Blackwell, vol. 96(1), pages 191-209, March.
  17. Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2014. "Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices," Journal of Urban Economics, Elsevier, vol. 80(C), pages 76-86.
  18. Le Ma & Chunlu Liu, 2015. "Is there Long-Run Equilibrium in the House Prices of Australian Capital Cities?," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 503-521.
  19. Yongfu Huang & Jingjing He, 2012. "The Decarbonization of China's Agriculture," WIDER Working Paper Series wp-2012-074, World Institute for Development Economic Research (UNU-WIDER).
  20. Baltagi, Badi H. & Pirotte, Alain, 2010. "Panel data inference under spatial dependence," Economic Modelling, Elsevier, vol. 27(6), pages 1368-1381, November.
  21. Xuan Liang & Jiti Gao & Xiaodong Gong, 2022. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1784-1802, October.
  22. Jin, Fei & Lee, Lung-fei, 2015. "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, vol. 184(2), pages 295-314.
  23. 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.
  24. Baltagi, Badi H. & Bresson, Georges, 2011. "Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris," Journal of Urban Economics, Elsevier, vol. 69(1), pages 24-42, January.
  25. Michael Pfaffermayr, 2023. "Cross‐sectional Gravity Models, PPML Estimation, and the Bias Correction of the Two‐Way Cluster‐Robust Standard Errors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1111-1134, October.
  26. Luisa Corrado & Bernard Fingleton, 2011. "Multilevel Modelling with Spatial Effects," Working Papers 1105, University of Strathclyde Business School, Department of Economics.
  27. 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.
  28. Moscone, Francesco & Tosetti, Elisa, 2010. "GMM estimation of Spatial Panels with Fixed Effects," MPRA Paper 20152, University Library of Munich, Germany.
  29. Lung‐fei Lee & Jihai Yu, 2012. "Spatial Panels: Random Components Versus Fixed Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1369-1412, November.
  30. Shosei Sakaguchi & Hayato Tagawa, 2024. "Identification and Bayesian Inference for Synthetic Control Methods with Spillover Effects," Papers 2408.00291, arXiv.org, revised Mar 2026.
  31. Bernard Fingleton, 2020. "Italexit, is it another Brexit?," Journal of Geographical Systems, Springer, vol. 22(1), pages 77-104, January.
  32. Bernard Fingleton, 2016. "Regional Science in a time of uncertainty," REGION, European Regional Science Association, vol. 3, pages 61-69.
  33. Moscone, Francesco & Tosetti, Elisa, 2009. "GMM estimation of spatial panels," MPRA Paper 16327, University Library of Munich, Germany.
  34. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2012. "Forecasting with spatial panel data," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3381-3397.
  35. Bernard Fingleton & Manfred Fischer, 2010. "Neoclassical theory versus new economic geography: competing explanations of cross-regional variation in economic development," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 44(3), pages 467-491, June.
  36. López, Fernando & Matilla-García, Mariano & Mur, Jesús & Marín, Manuel Ruiz, 2010. "A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 40(2-3), pages 106-115, May.
  37. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera, 2023. "Spatial and Spatiotemporal Volatility Models: A Review," Papers 2308.13061, arXiv.org.
  38. Marco Crocco & Fabiana Santos & Pedro Amaral, 2010. "The Spatial Structure of Financial Development in Brazil," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(2), pages 181-203.
  39. Martınez, Daniel Morales & Maia, Alexandre Gori & Garcia, Junior Ruiz, 2022. "Spatial diffusion of efficient irrigation systems: a study of S˜ao Paulo, Brazil," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(03), January.
  40. Bao Hoang Nguyen & Zhichao Wang & Valentin Zelenyuk, 2025. "Efficiency of Queensland public hospitals via spatial panel stochastic frontier models," Empirical Economics, Springer, vol. 69(5), pages 2865-2900, November.
  41. 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.
  42. Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
  43. Qu, Xi & Lee, Lung-fei & Yu, Jihai, 2017. "QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices," Journal of Econometrics, Elsevier, vol. 197(2), pages 173-201.
  44. Alao, Rasheed O. & Olanipekun, Ifedolapo O. & Sharimakin, Akinwumi & Olanipekun, Temitope P., 2025. "Breaking down the barriers to a green Africa: Detangling the overlapping issues of fossil fuel energy consumption, resource richness, and economic growth," Resources Policy, Elsevier, vol. 109(C).
  45. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
  46. repec:unu:wpaper:wp2012-74 is not listed on IDEAS
  47. Xuan Liang & Jiti Gao & Xiaodong Gong, 2019. "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 26/19, Monash University, Department of Econometrics and Business Statistics.
  48. He, Jingjing & Huang, Yongfu, 2012. "The Decarbonization of China's Agriculture," WIDER Working Paper Series 074, World Institute for Development Economic Research (UNU-WIDER).
  49. Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, vol. 3(1), pages 1-27, February.
  50. Alexandre Gori Maia & Jose Daniel Morales Martinez & Leticia Junqueira Marteleto & Cristina Guimaraes Rodrigues & Luiz Gustavo Sereno, 2023. "Can the Content of Social Networks Explain Epidemic Outbreaks?," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 42(1), pages 1-34, February.
  51. Huang, Yongfu, 2014. "Drivers of rising global energy demand: The importance of spatial lag and error dependence," Energy, Elsevier, vol. 76(C), pages 254-263.
  52. Pesaran, M. Hashem & Tosetti, Elisa, 2011. "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
  53. Bernard Fingleton & Julie Gallo & Alain Pirotte, 2018. "A multidimensional spatial lag panel data model with spatial moving average nested random effects errors," Empirical Economics, Springer, vol. 55(1), pages 113-146, August.
  54. Fingleton, Bernard & Palombi, Silvia, 2013. "Spatial panel data estimation, counterfactual predictions, and local economic resilience among British towns in the Victorian era," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 649-660.
  55. Philipp Otto & Wolfgang Schmid, 2023. "A general framework for spatial GARCH models," Statistical Papers, Springer, vol. 64(5), pages 1721-1747, October.
  56. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
  57. Gianfranco Piras, 2013. "Efficient GMM Estimation of a Cliff and Ord Panel Data Model with Random Effects," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 370-388, September.
  58. Gong, Pu & Weng, Yingliang, 2016. "Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 173-191.
  59. Harry H. Kelejian & Gianfranco Piras, 2018. "Important overlooked IVs in spatial models," Empirical Economics, Springer, vol. 55(1), pages 69-83, August.
  60. 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.
  61. Marius C. O. Amba & Taoufiki Mbratana & Julie Gallo, 2023. "Spatial panel simultaneous equations models with error components," Empirical Economics, Springer, vol. 65(3), pages 1149-1196, September.
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