A matrix exponential spatial specification approach to panel data models

Calebe Figueiredo () and Alan Silva ()

Empirical Economics, 2015, vol. 49, issue 1, 115-129

Abstract: This paper extends the matrix exponential spatial specification to panel data models. The matrix exponential spatial panel specification produces estimates and inferences comparable to those from conventional spatial panel models, but has computational advantages. We present maximum likelihood approach to the estimation of this spatial model specification and compare the results with the fixed effects spatial autoregressive panel model. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Spatial econometrics; Fixed effects; MESS; Panel data (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s00181-014-0862-2

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