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.
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页数：4
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