Specification and estimation of spatial panel data models
Specification and estimation of spatial panel data models
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DOI：
10.1177/0160017603253791
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发表时间：
2003-07-01
影响因子：
2.3
通讯作者：
Elhorst, JP
中科院分区：
文献类型：
--
作者：
Elhorst, JP
本文对空间面板数据模型的规范和估计进行了综述。这些模型包括空间误差自相关，或者使用空间滞后因变量扩展规范。重点介绍了应用研究中常用的四种面板数据模型：固定效应模型、随机效应模型、固定系数模型和随机系数模型的规范和估计。该调查讨论了估计量的渐近性质，并提供了关于估计过程的指导，这应该对实践者有用。
This article provides a survey of the specification and estimation of spatial panel data models. These models include spatial error autocorrelation, or the specification is extended with a spatially lagged dependent variable. In particular, the author focuses on the specification and estimation of four panel data models commonly used in applied research: the fixed effects model, the random effects model, the fixed coefficients model, and the random coefficients model. The survey discusses the asymptotic properties of the estimators and provides guidance with respect to the estimation procedures, which should be useful for practitioners.