Interpreting heterogeneous coefficient spatial autoregressive panel models
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DOI: 10.1016/j.econlet.2016.02.033
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References listed on IDEAS
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015.
"Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients,"
Working Papers
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- 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.
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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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