Dynamic spatial panel
Central Government's Infrastructure Investment across Chinese Regions: A Dynamic Spatial Panel Data Approach
... Mexican panel data and a quantile regression method, for example, Costa-i-Font and Rodriguez-Oreggia (2005) found that public investment smoothed over regional inequalities especially within the relatively richer ...
20
Identifying the determinants and spatial nexus of provincial carbon intensity in China: A dynamic spatial panel approach
... of spatial spillovers effect (or spatially lagged dependent variable), as evidenced by Moran’s I and robust LM tests for spatial autocorrelation (Table ...
22
Exploring Brexit with dynamic spatial panel models : some possible outcomes for employment across the EU regions
... time-space dynamic panel data model with a Spatial Moving Average Random E¤ects (SMA-RE) structure of the ...of spatial and temporal dependencies involving the endogenous variable, leading to ...
41
Estimating the local employment impacts of immigration : a dynamic spatial panel model
... of spatial dependence, spatial econometric papers have tended to “neglect the issue of endogeneity, other than that arising from spatial lags of the dependent variable” (Chen et ...develop ...
28
GMM Gradient Tests for Spatial Dynamic Panel Data Models
... on spatial panel data models, see Anselin et ...for dynamic spatial panel data models when both the number of individuals and the number of time periods are large under various ...the ...
48
A semiparametric spatial dynamic model
... semiparametric spatial dynamic model, which extends the ordinary spatial au- toregressive models to accommodate the effects of some covariates associated with the house ...
29
Does Energy Consumption Drive Housing Sales in China?—Based on an Optimal Dynamic General Equilibrium Model and Spatial Panel Data Analysis
... timal dynamic stochastic general equilibrium of the nexus among housing pric- es, energy consumption, and economic ...of dynamic optimization of housing prices along with specially developed non-linear ...
19
Deconstructing the Hedonic Treadmill: Is Happiness Autoregressive?
... the panel is just two-years long many things remain approximately fixed: career choice, family composition, income aspirations, the criteria used to answer to the happiness question, ...
47
Remittances And Growth In Tunisia: A Daynamic Panel Analysis From A Sectoral Database
... This paper uses a sectoral data set from Tunisia to analyze how the remittances affect the economic growth during over the period from 1987 to 2012. To achieve this objective we use a sectoral database of remittances ...
11
Applied economic model for an innovation growth
... In this paper the issue of institutions support for innovations has been investigated on the panel of Latin American countries. In the macroeconomic literature there has been consensus made, that the long run ...
24
Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces
... nonparametric frameworks respectively. Focusing on the sample of 24 OECD coun- tries mainly responsible for the U-inverted shape found in HES95, HS01 and SSJ98, Dijkgraaf and Vollebergh (2005) compare directly different ...
34
Spatial panel data models with common shocks
... The following four tables present the simulation results which are obtained based on 1000 repetitions. Biases and root mean square errors (RMSE) are both computed. The percentage that the factor number is correctly ...
65
Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
... a spatial dynamic panel model with only exogenous ...the Spatial MLE, Spatial Dynamic MLE and ...that Spatial Dynamic MLE has the better overall performance in ...
30
Non Gaussian dynamic Bayesian modelling for panel data
... With our methodology we can easily test whether to pool the dynamics across the whole panel. Of course, trying to find clusters of units exhibiting similar dynamic behaviour can be of paramount interest in ...
26
Regional Convergence in Europe: A Dynamic Heterogeneous Panel Approach
... five-yearly panel data; they partly support the MRW model: there is significant evidence of convergence to region-specific long-run income paths, and the coefficient on the difference between investment and population ...
44
Likelihood approach to dynamic panel models with interactive effects
... considers dynamic panel models with a factor error structure that is correlated with the ...the panel system implies parameter constraints between the mean vector and the covariance ...
63
Testing Panel Cointegration with Unobservable Dynamic Common Factors
... this statistic is not symmetric. Regarding the M Q tests, we observe that when α = 1 and large T the parametric M Q statistic has the correct empirical size, while the non-parametric one shows some size distortion. Note ...
37
New GMM Estimators for Dynamic Panel Data Models
... [11] Windmeijer, F., “Efficiency Comparisons for a System GMM Estimator in Dynamic Panel Data Models”, In Innovations in Multivariate Statistical Analysis, Heijmans, R.D.H., Pollock, D.S.G. and Satorra, A., ...
13
Improving the Efficiency of GMM Estimators for Dynamic Panel Models
... An asymptotically efficient estimator can be obtained through the two-step procedure in the standard GMM estimation. In the first step, an initial positive semidefinite weight matrix is used to obtain consistent ...
15
Where is the Economics in Spatial Econometrics?
... endogenous spatial lag WY, which is an integral component of numerous spatial econometric ...a spatial panel data perspective, there are four ways we might wish to model spatial e¤ects ...
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