Matlab Software for Spatial Panels

被引：814

作者：

Elhorst, J. Paul ^{[1
]}

机构：

[1] Univ Groningen, NL-9700 AV Groningen, Netherlands

来源：

INTERNATIONAL REGIONAL SCIENCE REVIEW | 2014年 / 37卷 / 03期

关键词：

spatial panels; software; bias correction; marginal effects; SPECIFICATION; ECONOMETRICS; MODELS; CLIFF;

D O I：

10.1177/0160017612452429

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

Elhorst provides Matlab routines to estimate spatial panel data models at his website. This article extends these routines to include the bias correction procedure proposed by Lee and Yu if the spatial panel data model contains spatial and/or time-period fixed effects, the direct and indirect effects estimates of the explanatory variables proposed by LeSage and Pace, and a selection framework to determine which spatial panel data model best describes the data. To demonstrate these routines in an empirical setting, a demand model for cigarettes is estimated based on panel data from forty-six US states over the period 1963-1992.

引用

页码：389 / 405

页数：17

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