EconPapers    
Economics at your fingertips  
 

The SHAC estimator in panel data with group-specific spatial lags

James Schmidt () and Hoa Tran

Letters in Spatial and Resource Sciences, 2014, vol. 7, issue 2, 61-71

Abstract: An adaptation of the spatial heteroskedasticity autocorrelation consistent (SHAC) estimator from the context of a single cross section to a panel data environment is presented. The spatial model involved with the SHAC estimator is generalized to allow spatial lag parameters and spatial weights to vary across groups of cross section members. A model of earnings growth in the 48 contiguous states of the U.S. grouped into eight subnational regions, is used as an illustration. The traditional production inputs of labor, physical capital, and human capital are significant determinants of earnings growth. Significant differences between the spatial lag parameters of subnational regions are found. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Spatial model; Panel data; Group weights; Earnings growth; C21; C23; C26; R15 (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/s12076-013-0101-z (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:lsprsc:v:7:y:2014:i:2:p:61-71

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/12076

DOI: 10.1007/s12076-013-0101-z

Access Statistics for this article

Letters in Spatial and Resource Sciences is currently edited by Henk Folmer and Amitrajeet A. Batabyal

More articles in Letters in Spatial and Resource Sciences from Springer
Bibliographic data for series maintained by Sonal Shukla ().

 
Page updated 2020-04-23
Handle: RePEc:spr:lsprsc:v:7:y:2014:i:2:p:61-71