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

被引：1

作者：

Guo, Juncong ^{[1
]}

Qu, Xi ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Antai Coll Econ & Management, Shanghai 200030, Peoples R China

来源：

ECONOMICS LETTERS | 2020年 / 196卷

基金：

中国国家自然科学基金;

关键词：

Time-varying spatial dependence; Spatial autoregressive; Fixed effects; AUTOREGRESSIVE MODEL;

D O I：

10.1016/j.econlet.2020.109531

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2020 Elsevier B.V. All rights reserved.

引用

页数：4

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