Some Recent Developments in Spatial Panel Data Models
نویسندگان
چکیده
Spatial econometrics has been an ongoing research eld. Recently, it has been extended to the panel data settings. The spatial panel data can allow cross sectional dependence as well as state dependence, and it can also enable researchers to control for unknown heteorgeneity. This paper reports some recent developments in the econometric speci cation and estimation on spatial panel data models. We develop a general framework and specialize it to investigate issues with di¤erent spatial and time dynamics. Monte Carlo studies are provided to investigate nite sample properties of estimates and possible consequences of misspeci cations. Two applications are provided to illustrate the relevance of spatial panel data models for emprical studies. JEL classi cation: C13; C23; R15
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