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 …

cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests … an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model …

stochastic frontier model for panel data is developed. The main feature of this frontier model is a spatial lag term of explained …

A hierarchical Bayesian model for spatial panel data is proposed. The idea behind the proposed method is to analyze … spatially dependent panel data by means of a separable covariance matrix. Let us indicate the observations as yit, i = 1, ... ,N …

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

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

stochastic frontier model for panel data is developed. The main feature of this frontier model is a spatial lag term of explained …

This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …