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Spatial Panel Data Models. Oxford Handbook of Panel Data
Spatial Panel Data Model Oxford Handbook Panel Data
2016/1/26
The consideration of interactions among regions or agents has become increasingly important in various fields of economics. In public economics, a state government’s cigarettes tax rate will be influe...
Estimation of Spatial Panel Data Models with Time Varying Spatial Weights Matrices
Spatial autoregression Panel data Time varying spatial weights matrices Fixed e¤ects Maximum likelihood Impact analysis
2016/1/20
This paper investigates the quasi-maximum likelihood (QML) estimation of spatial panel data models where spatial weights matrices can be time varying. We show that QML estimate is consistent and asymp...