SEARCH

SEARCH BY CITATION

References

  • Anselin, L. (1988). Spatial Econometrics: Methods and Models. Dordrecht, The Netherlands: Kluwer.
  • Anselin, L., and S. Hudak. (1992). “Spatial Econometrics in Practice; A Review of Software Options. Regional Science and Urban Economics 22, 50936.DOI: 10.1016/0166-0462(92)90042-Y
  • Baltagi, B. H. (2001). Econometric Analysis of Panel Data, 2nd edition. Chichester, UK: Wiley.
  • Baltagi, B. H., J. M. Griffin, and W. Xiong. (2000). “To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand. The Review of Economics and Statistics 82, 11726.
  • Baltagi, B. H., and D. Levin. (1986). “Estimating Dynamic Demand for Cigarettes Using Panel Data: The Effects of Bootlegging, Taxation and Advertising Reconsidered. The Review of Economics and Statistics 48, 14855.
  • Baltagi, B. H., and D. Levin. (1992). “Cigarette Taxation: Raising Revenues and Reducing Consumption. Structural Change and Economic Dynamics 3, 32135.
  • Beck, N. (2001). “Time-Series-Cross-Section Data: What Have We Learned in the Past Few Years? Annual Review of Political Science 4, 27193.
  • Bhargava, A., and J. D. Sargan. (1983). “Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods. Econometrica 51, 163559.
  • Blundell, R., and R. J. Smith. (1991). “Conditions initiales et estimation efficace dans les modèles dynamiques sur données de panel. Annales d'Économie et de Statistique 20/21, 10923.
  • Buettner, T. (1999). “The Effect of Unemployment, Aggregate Wages, and Spatial Contiguity on Local Wages: An Investigation with German District Level Data. Papers in Regional Science 78, 4767.
  • Cressie, N. A. C. (1991). Statistics for Spatial Data. New York: Wiley.
  • Das, D., H. H. Kelejian, and I. R. Prucha. (2003). “Finite Sample Properties of Estimators of Spatial Autoregressive Models with Autoregressive Disturbances. Papers in Regional Science 82, 126.
  • Elhorst, J. P. (2001). “Dynamic Models in Space and Time. Geographical Analysis 33, 11940.
  • Elhorst, J. P. (2003a). Unconditional Maximum Likelihood Estimation of Dynamic Models for Spatial Panels, Research School SOM, Groningen (http://som.rug.nl, 03C27).
  • Elhorst, J. P. (2003b). “Specification and Estimation of Spatial Panel Data Models. International Regional Science Review 26, 24468.
  • Elhorst, J. P. (2004). “Serial and Spatial Dependence in Space–Time Models.”In Spatial Econometrics and Spatial Statistics, edited by A.Getis, J.Mur, and H. G.Zoller. New York: Palgrave.
  • Griffith, D. A. (1988). Advanced Spatial Statistics. Dordrecht, The Netherlands: Kluwer.
  • Griffith, D. A. (1996). “Computational Simplifications for Space–Time Forecasting within GIS: The Neighbourhood Spatial Forecasting Model.”In Spatial Analysis: Modelling in a GIS Environment, edited by P.Longley and M.Batty. Cambridge, UK: GeoInformation International.
  • Griffith, D. A., and F. Lagona. (1998). “On the Quality of Likelihood-Based Estimators in Spatial Autoregressive Models when the Data Dependence Structure is Misspecified. Journal of Statistical Planning and Inference 69, 15374.
  • Hadinger, H., W. G. Müller, and G. Tondl. (2002). “Regional Convergence in the European Union (1985–1999): A Spatial Dynamic Panel Analysis.”HWWA Discussion Paper 210, Hamburg, Germany.
  • Hamilton, J. D. (1994). Time Series Analysis. Princeton, NJ: Princeton University Press.
  • Hepple, L. W. (1978). “The Econometric Specification and Estimation of Spatio-Temporal Models.”In Time and Regional Dynamics, edited by T.Carlstein, D.Parkes, and N.Thrift. London: Edward Arnold.
  • Hoogstrate, A. J. (1998). Dynamic Panel Data Models: Theory and Macroeconomic Applications. PhD, University of Maastricht, Maastricht, The Netherlands.
  • Hsiao, C. (1986). Analysis of Panel Data. Cambridge: Cambridge University Press.
  • Hsiao, C., M. H. Pesaran, and A. K. Tahmiscioglu. (2002). “Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods. Journal of Econometrics 109, 10750.
  • Johnston, J., and J. DiNardo. (1997). Econometric Methods, 4th edition. New York: McGraw-Hill.
  • Kelejian, H. H., and I. R. Prucha. (1999). “A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model. International Economic Review 40, 50933.
  • Lahiri, S. N. (2003). “Central Limit Theorems for Weighted Sums of a Spatial Process under a Class of Stochastic and Fixed Designs. Sankhya 65, 35688.
  • Lee, L.-F. (1981). “Efficient Estimation of Dynamic Error Component Models with Panel Data.”In Time Series Analysis, edited by O. D.Anderson and M. R.Perryman. Amsterdam: North Holland.
  • Lee, L.-F. (2002). “Consistency and Efficiency of Least Squares Estimation for Mixed Regressive, Spatial Autoregressive Models. Econometric Theory 18, 25277.
  • Magnus, J. R., and H. Neudecker. (1988). Matrix Differential Calculus with Applications in Statistics and Econometrics. Chichester, UK: Wiley.
  • Nerlove, M. (1999). “Properties of Alternative Estimators of Dynamic Panel Models: An Empirical Analysis of Cross-Country Data for the Study of Economic Growth.”In Analysis of Panels and Limited Dependent Variable Models, edited by C.Hsiao, K.Lahiri, L.-F.Lee, and M. H.Pesaran. Cambridge: Cambridge University Press.
  • Nerlove, M. (2000). “Growth Rate Convergence, Fact of Artifact? An Essay on Panel Data Econometrics.”In Panel Data Econometrics: Future Directions, edited by J.Krishnakumar and E.Ronchetti. Amsterdam: Elsevier.
  • Nerlove, M., and P. Balestra. (1996). “Formulation and Estimation of Econometric Models for Panel Data.”In The Econometrics of Panel Data, 2nd revised edition, edited by L.Mátyás and P.Sevestre. Dordrecht, The Netherlands: Kluwer.
  • Nickell, S. (1981). “Biases in Dynamic Models with Fixed Effects. Econometrica 49, 141726.
  • Pfeifer, P. E., and S. J. Deutsch. (1980). “A Three-Stage Iterative Procedure for Space–Time Modeling. Technometrics 22, 3547.
  • Ridder, G., and T. Wansbeek. (1990). “Dynamic Models for Panel Data.”In Advanced Lectures in Quantitative Economics, edited by F.Van Der Ploeg. London: Academic Press.
  • Sevestre, P., and A. Trognon. (1996). “Dynamic Linear Models.”In The Econometrics of Panel Data, 2nd revised edition, edited by L.Mátyás and P.Sevestre. Dordrecht, The Netherlands: Kluwer.