Fixed effects spatial panel data models with time-varying spatial dependence

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 196
Issue: C

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

To analyze the temporal variation of spatial spillover effects as well as control unobserved individual-specific features, we extend the fixed effects spatial panel data model by introducing time-varying spatial dependence. We propose a two-stage least squares (2SLS) method and a quasi-maximum likelihood estimator (QMLE). Monte Carlo simulations indicate the two methods perform well.

Technical Details

RePEc Handle
repec:eee:ecolet:v:196:y:2020:i:c:s0165176520303220
Journal Field
General
Author Count
2
Added to Database
2026-01-25