 Dynamic Spatial Panels: Models, Methods and InferencesChapter Chapter 4 in Spatial Econometrics, 2014, pp 95-119 from Springer Abstract: Abstract This chapter provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data models, a collection of models for spatial panels extended to include one or more of the following variables and/or error terms: a dependent variable lagged in time, a dependent variable lagged in space, a dependent variable lagged in both space and time, independent variables lagged in time, independent variables lagged in space, serial error autocorrelation, spatial error autocorrelation, spatial-specific and time-period specific effects. The well-known Baltagi and Li (2004) panel dataset, explaining cigarette demand for 46 US states over the period 1963 to 1992, is used to investigate whether the extension of a non-dynamic to a dynamic spatial panel data specification increases the explanatory power of the model. Keywords: Dynamic Effects; Estimation methods; Stationarity conditions; Endogeneity; Non-stability; Spatial spillover effects; Cigarette demand (search for similar items in EconPapers) There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:sbrchp:978-3-642-40340-8_4 Ordering information: This item can be ordered from DOI: 10.1007/978-3-642-40340-8_4 Access Statistics for this chapter More chapters in SpringerBriefs in Regional Science from Springer |
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