Specification and Estimation of Spatial Panel Data Models

By J. Paul Elhorst. 2003

1,185 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d3ce2066309b51a3c922a862763877efb0d73f75

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In Economics and Econometrics

Citations in the corpus

Spatial Vector Autoregressions (2007, background): “A considerably smaller body of literature (Elhorst, 2003, 2004; Lee, 2004) is concerned with the econometric analysis of spatial dynamics in temporally static panel data models.”
Relationship between openness to trade and deforestation: : Empirical evidence from the Brazilian Amazon (2016, background): “However, in the presence of spatial autocorrelation, the adoption of these procedures is not enough, and some extensions specific to panel data have been developed (Elhorst, 2003).”
Environmental regulation, green technological innovation, and eco-efficiency: The case of Yangtze river economic belt in China (2020, background): “…which indicates that the nonspatial panel data econometric model is no longer an optimal, unbiased, and consistent estimate; therefore a spatial dynamic panel model is needed to assess the effects between the dependent and independent variables in neighboring regions (Elhorst, 2016; Kelley, 2009).”
splm: Spatial Panel Data Models in R (2012, methodology): “12 Statistical inference on the parameters of the model can be based on the expression for the asymptotic variance covariance matrix derived in Elhorst (2009) and Elhorst and Freret (2009): AsyVar(β, λ, σ2 ε) =  1 σ2 ε X∗>X∗ 1 σ2 ε X(IT ⊗ W̃ )X∗β 1 σ2 ε βX(IT ⊗ W̃>W̃ )X∗β + T tr(W̃W̃ + W̃ ′W̃ ) T”
Do EU structural funds promote regional growth? New evidence from various panel data approaches☆ (2010, methodology): “Notes: Calculations are done with the Matlab routine sar panel FE by Elhorst (2009); t-statistics are reported parentheses; * significant at 10%; ** significant at 5%; *** significant at 1%; constant and time dummies are not shown.”
Knowledge Spillovers and Total Factor Productivity: Evidence Using a Spatial Panel Data Model (2009, neutral): “…−− = − − − = = − + + − γ e e I A A A A e e L η η η η ε ε η ε ∑ ∑ ∑ (18) where 1( ,..., )'Te ee = and ( ).t t te −= f X γ First order conditions for the ML estimates and the elements of the information matrix can be obtained in the usual way (see Anselin 1988, p. 154, and Elhorst 2003, p. 253).”
FOREIGN DIRECT INVESTMENT AND URBAN CONCENTRATIONS: UNBUNDLING SPATIAL LAGS a (2009, positive): “effects, where we make use of the methods surveyed in Elhorst ( 2003) .”