Wave after wave: determining the temporal lag in Covid-19 infections and deaths using spatial panel data from Germany
Author
Abstract
Suggested Citation
DOI: 10.1007/s43071-022-00027-6
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2016.
"Exponent of Cross‐Sectional Dependence: Estimation and Inference,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 929-960, September.
- Bailey, N. & Kapetanios, G. & Pesaran, M. H., 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," Cambridge Working Papers in Economics 1206, Faculty of Economics, University of Cambridge.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," CESifo Working Paper Series 3722, CESifo.
- Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem, 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," IZA Discussion Papers 6318, Institute of Labor Economics (IZA).
- Olivier Deschênes & Enrico Moretti, 2009.
"Extreme Weather Events, Mortality, and Migration,"
The Review of Economics and Statistics, MIT Press, vol. 91(4), pages 659-681, November.
- Olivier Deschenes & Enrico Moretti, 2007. "Extreme Weather Events, Mortality and Migration," NBER Working Papers 13227, National Bureau of Economic Research, Inc.
- Ciccarelli, Carlo & Elhorst, J.Paul, 2018. "A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 131-142.
- M. Hashem Pesaran, 2021.
"General diagnostic tests for cross-sectional dependence in panels,"
Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
- Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute of Labor Economics (IZA).
- M. Hashem Pesaran, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series 1229, CESifo.
- Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge.
- Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2017.
"Spatial panel-data models using Stata,"
Stata Journal, StataCorp LP, vol. 17(1), pages 139-180, March.
- Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2016. "Spatial panel data models using Stata," CEIS Research Paper 373, Tor Vergata University, CEIS, revised 28 Jul 2016.
- Lee, Lung-fei & Yu, Jihai, 2010. "A Spatial Dynamic Panel Data Model With Both Time And Individual Fixed Effects," Econometric Theory, Cambridge University Press, vol. 26(2), pages 564-597, April.
- Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2021. "Was there a COVID-19 harvesting effect in Northern Italy?," Papers 2103.01812, arXiv.org, revised Mar 2021.
- Halleck Vega, Solmaria & Elhorst, J. Paul, 2016. "A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 85-95.
- M. Hashem Pesaran, 2015.
"Testing Weak Cross-Sectional Dependence in Large Panels,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.
- Pesaran, M. Hashem, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," IZA Discussion Papers 6432, Institute of Labor Economics (IZA).
- M. Hashem Pesaran, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," CESifo Working Paper Series 3800, CESifo.
- Pesaran, M. H., 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge.
- Karlsson, Martin & Ziebarth, Nicolas R., 2018. "Population health effects and health-related costs of extreme temperatures: Comprehensive evidence from Germany," Journal of Environmental Economics and Management, Elsevier, vol. 91(C), pages 93-117.
- Bai, Jushan & Li, Kunpeng, 2021. "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 224(1), pages 134-160.
- M. Hashem Pesaran, 2006.
"Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure,"
Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
- M. Hashem Pesaran, 2004. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," CESifo Working Paper Series 1331, CESifo.
- Shi, Wei & Lee, Lung-fei, 2017. "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 197(2), pages 323-347.
- Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
- J. Paul Elhorst & Marco Gross & Eugen Tereanu, 2021. "Cross‐Sectional Dependence And Spillovers In Space And Time: Where Spatial Econometrics And Global Var Models Meet," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 192-226, February.
- Li, Liyao & Yang, Zhenlin, 2021.
"Spatial dynamic panel data models with correlated random effects,"
Journal of Econometrics, Elsevier, vol. 221(2), pages 424-454.
- Li, Liyao & Yang, Zhenlin, 2018. "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers 15-2018, Singapore Management University, School of Economics.
- John C. Driscoll & Aart C. Kraay, 1998. "Consistent Covariance Matrix Estimation With Spatially Dependent Panel Data," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 549-560, November.
- Daniel Hoechle, 2007. "Robust standard errors for panel regressions with cross-sectional dependence," Stata Journal, StataCorp LP, vol. 7(3), pages 281-312, September.
- Jushan Bai, 2009. "Panel Data Models With Interactive Fixed Effects," Econometrica, Econometric Society, vol. 77(4), pages 1229-1279, July.
- Tamás Krisztin & Philipp Piribauer & Michael Wögerer, 2020. "The spatial econometrics of the coronavirus pandemic," Letters in Spatial and Resource Sciences, Springer, vol. 13(3), pages 209-218, December.
- Tue Gorgens & Sanghyeok Lee, 2017. "Estimation of dynamic models of recurring events with censored data," ANU Working Papers in Economics and Econometrics 2017-655, Australian National University, College of Business and Economics, School of Economics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2023. "Regional Productivity Network in the EU," CESifo Working Paper Series 10404, CESifo.
- Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
- Vincent, Rose Camille & Osei Kwadwo, Victor, 2022.
"Spatial interdependence and spillovers of fiscal grants in Benin: Static and dynamic diffusions,"
World Development, Elsevier, vol. 158(C).
- Rose Camille Vincent & Victor Osei Kwadwo, 2022. "Spatial interdependence and spillovers of fiscal grants in Benin: Static and dynamic diffusions," Post-Print hal-04055064, HAL.
- Wei Shi & Lung-fei Lee, 2018. "The effects of gun control on crimes: a spatial interactive fixed effects approach," Empirical Economics, Springer, vol. 55(1), pages 233-263, August.
- Anna Gloria Billé & Marco Rogna, 2022.
"The effect of weather conditions on fertilizer applications: A spatial dynamic panel data analysis,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 3-36, January.
- Anna Gloria Bill`e & Marco Rogna, 2020. "The Effect of Weather Conditions on Fertilizer Applications: A Spatial Dynamic Panel Data Analysis," Papers 2002.03922, arXiv.org, revised Dec 2020.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023.
"IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk,"
The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
- Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper 102488, University Library of Munich, Germany.
- Cynthia Fan Yang, 2021.
"Common factors and spatial dependence: an application to US house prices,"
Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
- Yang, Cynthia Fan, 2017. "Common Factors and Spatial Dependence: An Application to US House Prices," MPRA Paper 89032, University Library of Munich, Germany, revised 20 Aug 2018.
- Halleck Vega, Solmaria & Elhorst, J. Paul, 2016. "A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 85-95.
- Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
- Issam Khelfaoui & Yuantao Xie & Muhammad Hafeez & Danish Ahmed & Houssem Eddine Degha & Hicham Meskher, 2022. "Information Communication Technology and Infant Mortality in Low-Income Countries: Empirical Study Using Panel Data Models," IJERPH, MDPI, vol. 19(12), pages 1-24, June.
- Ciccarelli, Carlo & Elhorst, J.Paul, 2018. "A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 131-142.
- Pesaran, M. Hashem & Tosetti, Elisa, 2011.
"Large panels with common factors and spatial correlation,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
- M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series 2103, CESifo.
- Pesaran, M. Hashem & Tosetti, Elisa, 2007. "Large Panels with Common Factors and Spatial Correlations," IZA Discussion Papers 3032, Institute of Labor Economics (IZA).
- Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Elisa Tosetti, 2011. "Large panels with common factors and spatial correlation," Post-Print hal-00796743, HAL.
- Bertoli, Simone & Fernández-Huertas Moraga, Jesús, 2013.
"Multilateral resistance to migration,"
Journal of Development Economics, Elsevier, vol. 102(C), pages 79-100.
- Bertoli, Simone & Fernández-Huertas Moraga, Jesús, 2011. "Multilateral Resistance to Migration," IZA Discussion Papers 5958, Institute of Labor Economics (IZA).
- Simone Bertoli & Jesús Fernández-Huertas Moraga, 2013. "Multilateral resistance to migration," Post-Print hal-01981681, HAL.
- Simone Bertoli & Jesús Fernández-HuertasMoraga, 2011. "Multilateral Resistance to Migration," Working Papers 2011-04, FEDEA.
- Simone Bertoli & Jesus Fernandez-Huertas Moraga, 2011. "Multilateral resistance to migration," Post-Print halshs-00670886, HAL.
- Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
- Carmelo Algeri & Antonio F. Forgione & Carlo Migliardo, 2022. "Do spatial dependence and market power matter in the diversification of cooperative banks?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.
- Albert MILLOGO & Ines TROJETTE & Nicolas PÉRIDY, 2021. "Are government policies efficient to regulate immigration? Evidence from France," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 53, pages 23-49.
- Elhorst, J. Paul & Madre, Jean-Loup & Pirotte, Alain, 2020. "Car traffic, habit persistence, cross-sectional dependence, and spatial heterogeneity: New insights using French departmental data," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 614-632.
- Philip Kerner & Torben Klarl & Tobias Wendler, 2021. "Green Technologies, Environmental Policy and Regional Growth," Bremen Papers on Economics & Innovation 2104, University of Bremen, Faculty of Business Studies and Economics.
- Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Chakraborty, Saptorshee Kanto & Mazzanti, Massimiliano, 2020. "Energy intensity and green energy innovation: Checking heterogeneous country effects in the OECD," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 328-343.
More about this item
Keywords
Covid-19; Spatio-temporal models; Time lag effects; Spatial spillovers; Spatial Durbin model; Germany;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- I10 - Health, Education, and Welfare - - Health - - - General
- I18 - Health, Education, and Welfare - - Health - - - Government Policy; Regulation; Public Health
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-022-00027-6. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.