Some recent developments in spatial panel data models

被引：275
作者：
Lee, Lung-fei [1 ]
Yu, Jihai [2 ]
机构：
[1] Ohio State Univ, Dept Econ, Columbus, OH 43210 USA
[2] Univ Kentucky, Dept Econ, Lexington, KY 40506 USA
来源：
REGIONAL SCIENCE AND URBAN ECONOMICS | 2010年 / 40卷 / 05期
关键词：
Spatial econometrics; Panel data; Dynamic panel data; Fixed effects; Random effects; Testing; Market integration; MAXIMUM LIKELIHOOD ESTIMATORS; DYNAMIC-MODELS; CROSS-SECTION; TIME-SERIES; REGRESSION-MODELS; INTERDEPENDENCE; SPECIFICATION; PATTERNS; TESTS;
D O I：
10.1016/j.regsciurbeco.2009.09.002
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Spatial econometrics has been an ongoing research field. Recently, it has been extended to panel data settings. Spatial panel data models can allow cross sectional dependence as well as state dependence, and can also enable researchers to control for unknown heterogeneity. This paper reports some recent developments in econometric specification and estimation of spatial panel data models. We develop a general framework and specialize it to investigate different spatial and time dynamics. Monte Carlo studies are provided to investigate finite sample properties of estimates and possible consequences of misspecifications. Two applications illustrate the relevance of spatial panel data models for empirical studies. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码：255 / 271
页数：17
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