A time-space dynamic panel data model with spatial moving average errors
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DOI: 10.1016/j.regsciurbeco.2018.04.013
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- Badi Baltagi & Bernard Fingleton & Alain Pirotte, 2019. "A time-space dynamic panel data model with spatial moving average errors," Post-Print hal-04129306, HAL.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018. "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," MPRA Paper 86371, University Library of Munich, Germany.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018. "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," IZA Discussion Papers 11587, Institute of Labor Economics (IZA).
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More about this item
Keywords
Panel data; Spatial lag; Error components; Time-space; Dynamic; OLS; Within; GM; Spatial autocorrelation; Direct and indirect effects; Moving average; Prediction; Simulations; Rook contiguity; Interregional trade;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
Statistics
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