We apply a heterogenous coefficient spatial autoregressive panel model from Aquaro, Bailey and Pesaran (2015) to … covering more than 487 days. The heterogeneous coefficients spatial autoregressive panel data model uses the large sample of …Wir nutzen ein räumliches autoregressives Panel-Datenmodell von Aquaro, Bailey und Pesaran (2015), um Wettbewerbs- bzw …

three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …

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

This paper considers spatial autoregressive (SAR) binary choice models in the context of panel data with fixed effects …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …

panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics – PIA …

panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics …

A space–time filter is set forth for spatial panel data situations that include random effects. We propose a general … spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We …

Taking a Bayesian perspective on model uncertainty for static panel data models proposed in the spatial econometrics …