A multidimensional spatial lag panel data model with spatial moving average nested random effects errors
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DOI: 10.1007/s00181-017-1410-7
Abstract: This paper focuses on a three-dimensional model that combines two different types of spatial interaction effects, i.e. endogenous interaction effects via a spatial lag on the dependent variable and interaction effects among the disturbances via… read more here.
Keywords: spatial lag; spatial moving; moving average; model ... See more keywords
Bayesian Estimation of the Semiparametric Spatial Lag Model
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DOI: 10.3390/math12142289
Abstract: This paper proposes a semiparametric spatial lag model and develops a Bayesian estimation method for this model. In the estimation of the model, the paper combines Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm, random… read more here.
Keywords: semiparametric spatial; spatial lag; lag model; bayesian estimation ... See more keywords