Testing Panel Data Regression Models with Spatial Error Correlation

By Badi H. Baltagi, Seuck Heun Song, W. Koh. 2002

592 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c8fd37ace006f69bed9f3410658bdfcf57b535dc

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

Women and Repayment in Microfinance: A Global Analysis (2011, background): “does not hold, the RE estimator can yield inconsistent and biased estimates (Baltagi et al., 2003).”
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation (2016, background): “[4] for panel data, to mention a few.”
QML estimation of dynamic panel data models with spatial errors (2015, background): “See, among others, Elhorst (2003), Baltagi et al. (2003), Baltagi and Li (2004), Chen and Conley (2001), Pesaran (2004), Kapoor et al. (2007), Baltagi et al. (2007), Lee and Yu (2010a), Mutl and Pfaffermayr (2011), Parent and LeSage (2011), and Baltagi et ∗We thank Badi H. Baltagi, Harry Kelejian,…”
A Spatial Cliff-Ord-Type Model with Heteroskedastic Innovations: Small and Large Sample Results (2009, unknown): “a , ( 10 ) n−1Ee0nen =0 , with en = Mnen .L etA1,n = M0 nMn − diagn i=1(m0.i,nm.i,n) and A2,n = Mn .I t”
Some recent developments in spatial panel data models (2010, methodology): “Baltagi et al. (2007a) formulate a general model which allows for spatial correlations in both individual and error components with different spatial parameters. These panel models are different in terms of the variance matrices of the overall disturbances. The variance matrix in Baltagi et al. (200”
A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (2009, methodology): “For (2), 1 n ln jSn( 2)j 1 n ln jSn( 1)j = 1 n tr WnS 1 n ( 2 1) where lies between 2 and 1.”
Spatial Spillovers in the Development of Institutions (2013, unknown): “Some important theoretical contributions since 1993 are Conley (1996, 1999), Kelejian and Prucha (1998, 1999, 2001, 2004), Lee (2003, 2004), Pinske et al. (2002), Baltagi et al. (2003) and LeSage and Pace (2009).”
Dynamic spatial panels: models, methods, and inferences (2012, methodology): “…that derived a Lagrange Multiplier (LM) test for spatial interaction effects when combining time-series cross-section data consists of all-in-all one single sentence (Baltagi et al. 2003, p. 124): ‘‘Heterogeneity across the cross-sectional units is usually modeled with an error component model.’’”
The impact of knowledge spillovers and innovation on firm-performance: findings from the Balkans countries (2017, background): “…appears in equations where there is correlation between an independent variable and the disturbance term.2 When there is endogeneity among the variables, Baltagi et al. (2003a) show that there is substantial bias in OLS and the random effect estimators and both yield misleading inference.”
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (2010, background): “Contributions to the theoretical econometric literature include, e.g., Baltagi and Li (2004, 2001a,b), Baltagi et al. (2007b, 2003), Bao and Ullah (2007), Conley (1999), Das et al. (2003), Driscoll and Kraay (1998), Kapoor et al. (2007), Kelejian and Prucha (2007a, 2004, 2002, 2001, 1999, 1998),…”
Cross-Sectional Dependence in Panel Data Analysis (2012, background): “There is a variety of spatial processes available in the literature (see eg, Anselin, 2008 ; Baltagi et al, 2003 ), the most widely used of which have been the Spatial Moving Average (SMA), Spatial Auto-Regressive (SAR), and Spatial Error Components (SEC) processes.”
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large (2008, unknown): “-0.0010 -0.0055 -0.0011 0.0071 -0.0047 ( 7 ) 50 196 �a 0 -0.0122 -0.0002 -0.0004 0.0012 -0.0211”
Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model (2010, methodology): “To the best of our knowledge, Baltagi et al. (2003) are the first to propose to the applied researcher a joint test and two conditional LM tests as well as the corresponding likelihood ratio tests (LR) for the spatial error component model.”
The FDI location decision: Distance and the effects of spatial dependence (2014, background): “(Baltagi et al., 2003; Blonigen et al., 2007; Hall & Petroulas, 2008; Ledyaeva, 2009) or a dummy variable to capture a common border (Coughlin & Segev, 2000).”
THE FUTURE OF SPATIAL ECONOMETRICS (2010, unknown): “There is a substantial literature on spatial panel data models (e.g., Baltagi, Song, and Koh, 2003; Druska and Horrace, 2004; Kapoor, Kelejian, and Prucha, 2007; Anselin, Gallo, and Jayet, 2008), both for fixed and for random effects.”