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Estimation of spatial panels

Author: Lung-fei Lee; Jihai Yu
Publisher: Boston : Now, ©2011.
Series: Foundations and trends in econometrics, v. 4, no. 1-2.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Spatial panel models have panel data structures to capture spatial interactions across spatial units and over time. There are static as well as dynamic models. This text provides some recent developments on the specification and estimation of such models. The first part will consider estimation for static models. The second part is devoted to the estimation for spatial dynamic panels, where both stable and unstable  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Lee, Lung-fei.
Estimation of Spatial Panels.
Hanover : Now Publishers, ©2014
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Lung-fei Lee; Jihai Yu
ISBN: 9781601984272 1601984278
OCLC Number: 712805329
Description: 1 online resource (164 pages).
Contents: ""Contents""; ""Introduction""; ""Static Spatial Panels --
Fixed Effects Models""; ""A Spatial Panel Model with Individual Effects""; ""A Spatial Panel Model with Both Individual and Time Effects""; ""A General Spatial Panel Model with Space --
Time Filters""; ""Static Spatial Panels --
Random Effects Models""; ""Random Individual Effects""; ""The Hausman Specification Test""; ""The Long Panel Case with Time Effects""; ""Monte Carlo Results""; ""Spatial Dynamic Panels --
Stable Models with Fixed Effects""; ""A Spatial Dynamic Panel Model with Individual Effects"" ""A Spatial Dynamic Panel Model with Time Varying Wnt""""A Spatial Dynamic Panel Model with Both Individual and Time Effects""; ""GMM Estimation""; ""Spatial Dynamic Panels --
Unstable Models with Fixed Effects""; ""Unit Roots in Spatial Panels""; ""Spatial Cointegration""; ""Estimation of Models with Explosive Roots""; ""Some Empirical Applications""; ""Regional Growth""; ""Market Integration""; ""Conclusions""; ""Some Basic Technical Theorems and Proofs""; ""Basic Technical Theorems""; ""Theorems for Some Statistics for a General Spatial Panel Model""; ""Notations"" ""Notations for Static Spatial Panels --
Fixed Effects Models""""Notations for Static Spatial Panels --
Random Effects Models""; ""Notations for Spatial Dynamic Panels --
Stable Models with Fixed Effects""; ""Notations for Spatial Dynamic Panels --
Unstable Models with Fixed Effects""; ""References""
Series Title: Foundations and trends in econometrics, v. 4, no. 1-2.
Responsibility: by Lung-fei Lee and Jihai Yu.

Abstract:

Estimation of Spatial Panels provides some recent developments on the specification and estimation of spatial panel models.  Read more...

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