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- W4245183926 abstract "This chapter provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data models, a collection of models for spatial panels extended to include one or more of the following variables and/or error terms: a dependent variable lagged in time, a dependent variable lagged in space, a dependent variable lagged in both space and time, independent variables lagged in time, independent variables lagged in space, serial error autocorrelation, spatial error autocorrelation, spatial-specific and time-period specific effects. The well-known Baltagi and Li (2004) panel dataset, explaining cigarette demand for 46 US states over the period 1963 to 1992, is used to investigate whether the extension of a non-dynamic to a dynamic spatial panel data specification increases the explanatory power of the model." @default.
- W4245183926 created "2022-05-12" @default.
- W4245183926 creator A5085357054 @default.
- W4245183926 date "2013-09-27" @default.
- W4245183926 modified "2023-10-18" @default.
- W4245183926 title "Dynamic Spatial Panels: Models, Methods and Inferences" @default.
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- W4245183926 doi "https://doi.org/10.1007/978-3-642-40340-8_4" @default.
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