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Interpreting heterogeneous coefficient spatial autoregressive panel models

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  • LeSage, James P.
  • Chih, Yao-Yu

Abstract

We consider interpretation of estimates from the heterogeneous coefficient spatial autoregressive panel model of Aquaro et al. (2015) and derive partial derivatives (marginal effects) for this model, an issue not discussed in Aquaro et al. (2015). We show how these differ from a conventional spatial autoregressive panel model.

Suggested Citation

  • LeSage, James P. & Chih, Yao-Yu, 2016. "Interpreting heterogeneous coefficient spatial autoregressive panel models," Economics Letters, Elsevier, vol. 142(C), pages 1-5.
    • Handle: RePEc:eee:ecolet:v:142:y:2016:i:c:p:1-5
    DOI: 10.1016/j.econlet.2016.02.033
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    References listed on IDEAS

    as
    1. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015. "Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients," Working Papers 749, Queen Mary University of London, School of Economics and Finance.
    2. Giuseppe Arbia & Badi H. Baltagi (ed.), 2009. "Spatial Econometrics," Studies in Empirical Economics, Springer, number 978-3-7908-2070-6, March.
    3. J. Elhorst, 2010. "Applied Spatial Econometrics: Raising the Bar," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(1), pages 9-28.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Static space–time panel data models; Marginal effects estimates; Spatial dependence;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
    • O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe

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