Panel data models with spatially correlated error components

By Mudit Kapoor, Harry H. Kelejian, Ingmar R. Prucha. 2007

845 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/1282da185705bd5a0505b04e22fe02302d35599f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

Citations in the corpus

Spatial Panel-data Models Using Stata (2017, neutral): “…of spatial panel data models (Millo and Piras 2012; LeSage and Pace 2009), with the notable exemption represented by the accompanying code of Kapoor et al. (2007), Stata’s capabilities include a wide set of commands which are designed to deal only with cross-sectional data (Drukker et al.…”
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices (2020, neutral): “This result reduces to the condition obtained in Lemma 2 of Kelejian and Prucha (2010) for the homogeneous case where ψi = ψ for all i.”
Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes (2014, background): “As one example, consider the somewhat typical error term specification in Kapoor et al. (2007).6 They assumed a nonstochastic and time invariant weighting matrix, say WN , spatial correlation in a Cliff-Ord setting, and an innovation term which has an error component structure with random effects.”
A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors (2008, background): “…with spatial MA errors, and also to jointly consider an endogenous lag together with spatial and temporal correlation in the error components, although much of this has been presaged in the earlier spatial econometrics literature (Anselin, 1988), and also in the time series context (Harvey, 1990).”
Seemingly unrelated regressions with spatial error components (2011, methodology): “SMA-RE) process using the GM spatial panel data estimator proposed by Kapoor et al. (2007 ) ( resp.Fingleton 2008a) to obtain consistent estimates of � j (resp.”
Two-Step Lasso Estimation of the Spatial Weights Matrix (2015, background): “Spatio-temporal panel models, such as the spatial autoregressive model in (1.1), have recently attracted much attention; see, for example, [18–22].”
splm: Spatial Panel Data Models in R (2012, background): “Section 5 describes the implementation of the generalized moments estimators proposed in Kapoor et al. (2007).”
GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models (2008, neutral): “However, existing models seem restrictive from an applied researcher’s point of view, since the SAR process is typically assumed to be of first order, referred to as SAR(1) (see Anselin, 1988; Kelejian and Prucha, 1999; or Kapoor, Kelejian, and Prucha, 2007).”