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Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

Persistent link: https://www.econbiz.de/10011983664

Structural econometric estimation of the basic reproduction number for Covid-19 across U.S. states and selected countries

Johnsson, Ida; Pesaran, M. Hashem; Yang, Cynthia Fan - 2023

. This approach identifies R0 in a panel regression model by filtering out the effects of mitigating factors on disease …

Persistent link: https://www.econbiz.de/10014364977

Spatial and temporal diffusion of house prices in the UK

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009

Persistent link: https://www.econbiz.de/10003943480

Spatial and temporal diffusion of house prices in the UK

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009

Persistent link: https://www.econbiz.de/10003944034

Spatial and temporal diffusion of house prices in the UK

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2010

This paper provides a method for the analysis of the spatial and temporal diffusion of shocks in a dynamic system. We use changes in real house prices within the UK economy at the level of regions to illustrate its use. Adjustment to shocks involves both a region specific and a spatial effect....