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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

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

Neglected dynamics and spatial dependence on panel data : consequences for convergence of the usual static model estimators

Pirotte, Alain; Mur, Jésus - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 2/3, pp. 202-229

Persistent link: https://www.econbiz.de/10011669336

Random effects and spatial autocorrelation with equal weights

Baltagi, Badi H. - In: Econometric theory 22 (2006) 5, pp. 973-984

Persistent link: https://www.econbiz.de/10003379125

An improved generalized moments estimator for a spatial moving average error model

Baltagi, Badi H.; Liu, Long - In: Economics letters 113 (2011) 3, pp. 282-284

Persistent link: https://www.econbiz.de/10009503063

Instrumental variable estimation of a spatial autoregressive panel model with random effects

Baltagi, Badi H.; Liu, Long - In: Economics letters 111 (2011) 2, pp. 135-137

Persistent link: https://www.econbiz.de/10009242395

Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model

Baltagi, Badi H.; Liu, Long - In: Econometric reviews 35 (2016) 1/4, pp. 638-658

Persistent link: https://www.econbiz.de/10011550080

EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects

Baltagi, Badi H.; Deng, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 659-694

Persistent link: https://www.econbiz.de/10011483370

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