This paper studies the performance of panel unit root tests when spatial effects are present that account for cross …-section correlation. Monte Carlo simulations show that there can be considerable size distortions in panel unit root tests when the true … specification exhibits spatial error correlation. These tests are applied to a panel data set on net real income from the 1000 …

This paper examines the consequences of model misspecification using a panel data model with spatially autocorrelated …

This paper considers the problem of prediction in a panel data regression model with spatial autocorrelation in the … context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial …

-covariance matrix in a …xed e¤ects panel data regression model without the normality assumption on the disturbances. …

regressive spatial autoregressive panel data model. This extends the generalized spatial panel model of Baltagi, Egger and … method suggested by Kapoor, Kelejian, and Prucha (2007) for a spatial autoregressive panel data model. We derive the …

This paper studies the estimation of change point in panel models. We extend Bai (2010) and Feng, Kao and Lazarová …

We propose the sharp identifiable bounds of the distribution functions of potential outcomes using a panel with fixed T …

This paper studies test of hypotheses for the slope parameter in a linear time trend panel data model with serially …

This paper sets up a nested random effects spatial autoregressive panel data model to explain annual house price … nested random effects in a panel data setting. To achieve this, the paper proposes new estimators based on the instrumental …

Durbin model. Using a panel of 2342 hospitals in the 48 continental states observed over the period 2005 to 2008, we find …