Similar Search Results

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011

Persistent link: https://www.econbiz.de/10009546961

Spatial lag models with nested random effects : an instrumental variable procedure with an application to English house prices

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Journal of urban economics 80 (2014), pp. 76-86

Persistent link: https://www.econbiz.de/10010378815

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Regional science & urban economics 76 (2019), pp. 13-31

Persistent link: https://www.econbiz.de/10012267289

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10011872320

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138

Persistent link: https://www.econbiz.de/10010439610

Special issue: New spatial econometric techniques and applications in regional science

Arbia, Giuseppe (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003784463

New spatial econometric techniques and applications in regional science : introduction

Arbia, Giuseppe; Fingleton, Bernard - In: Papers in regional science : the journal of the … 87 (2008) 3, pp. 311-317

Persistent link: https://www.econbiz.de/10003784468

New spatial econometric techniques and applications in regional science

Arbia, Giuseppe; Fingleton, Bernard - In: Papers in Regional Science 87 (2008) 3, pp. 311-317

Persistent link: https://www.econbiz.de/10005266673

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

Persistent link: https://www.econbiz.de/10011873591

Estimating and Forecasting with a Dynamic Spatial Panel Data Model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - Spatial Economics Research Centre, LSE - 2011

This paper focuses on the estimation and predictive performance of several estimators for the dynamic and autoregressive spatial lag panel data model with spatially correlated disturbances. In the spirit of Arellano and Bond (1991) and Mutl (2006), a dynamic spatial GMM estimator is proposed...

Persistent link: https://www.econbiz.de/10009359517