Panel data inference under spatial dependence

C-Tier
Journal: Economic Modeling
Year: 2010
Volume: 27
Issue: 6
Pages: 1368-1381

Authors (2)

Baltagi, Badi H. (Syracuse University) Pirotte, Alain (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper focuses on inference based on the standard panel data estimators of a one-way error component regression model when the true specification is a spatial error component model. Among the estimators considered, are pooled OLS, random and fixed effects, maximum likelihood under normality, etc. The spatial effects capture the cross-section dependence, and the usual panel data estimators ignore this dependence. Two popular forms of spatial autocorrelation are considered, namely, spatial autoregressive random effects (SAR-RE) and spatial moving average random effects (SMA-RE). We show that when the spatial coefficients are large, test of hypothesis based on the standard panel data estimators that ignore spatial dependence can lead to misleading inference.

Technical Details

RePEc Handle
repec:eee:ecmode:v:27:y:2010:i:6:p:1368-1381
Journal Field
General
Author Count
2
Added to Database
2026-01-24