Results 251 to 260 of about 16,235,259 (285)
The Spatial Durbin Model and the Common Factor Tests
Spatial Economic Analysis, 2006 Abstract The spatial Durbin model occupies an interesting position in the field of spatial econometrics. It is the reduced form of a model with cross-sectional dependence in the errors and it may be used as the nesting equation in a more general approach of model selection.
Jesús Mur, Ana Angulo
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Spatial Filtering and Model Interpretation for Spatial Durbin Models [PDF]
, 2012 Spatial Filter for spatial autoregressive models like the spatial Durbin Model have seen a great interest in the recent literature. Pace et al. (2011) show that the spatial filtering methods developed by Griffith (2000) have desireable estimation properties for some parameters associated with spatial autoregessive models.
Koch, Matthias
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A closer look at the Spatial Durbin Model [PDF]
, 2005 The spatial Durbin model occupies an interesting position in Spatial Econometrics. It is the reduced form of a model with cross-sectional dependence in the errors, but it may be used, also, as the nesting model in a more general approach of model selection.
Jesus Mur, Ana Angulo
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A deeper look at impacts in spatial Durbin model with sphet
Geographical Analysis, 2022This article focuses on the estimation of the spatial Durbin model and associated relative impacts implemented in the R library sphet. Specifically, the current version of the library offers two ways of performing inference: one based on drawing samples from a multivariate normal distribution, and the other based on an analytical formula.
Piras G, Postiglione P
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Identification of Spatial Durbin Panel Models
Journal of Applied Econometrics, 2015SummaryThis paper considers identification of spatial Durbin dynamic panel models under 2SLS and ML estimations. We show that the parameters are generally identified via 2SLS moment relations or expected log‐likelihood or quasi‐likelihood functions. Monte Carlo experiments suggest that omitting relevant Durbin terms can result in significant biases in ...
Lung‐fei Lee, Jihai Yu
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A correlated random effects spatial Durbin model
, 2018 We consider a correlated random effects specification of the spatial Durbin (dynamic) panel model with an error-term containing individual effects and their spatial spillovers.
Manjón Antolín, Miguel C. +2 more
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Technology spillover and TFP growth: A spatial Durbin model
International Economics, 2016Beginning with a model in which technological progress is reflected by product variety, we provide a structural approach to estimate technology spillovers allowing for spatial interdependencies. To this end, we first present a theoretical model of TFP growth by decomposing TFP into quality and variety components.
Legros, Diego +2 more
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Bayesian estimation and model selection of threshold spatial Durbin model
Economics Letters, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhu, Yanli, Han, Xiaoyi, Chen, Ying
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Simultaneous outlier detection and variable selection for spatial Durbin model
Brazilian Journal of Probability and Statistics, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng, Yi, Song, Yunquan
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Income convergence in Japan: A Bayesian spatial Durbin model approach
Economic Modelling, 2012Abstract With the collapse of the bubble economy in the early 1990s, economic disparities among both people and regions have arisen in Japan. Although developments in spatial econometrics have provided regional convergence studies with highly effective tools to explicitly consider spatial dependence and heterogeneity, there has as yet been no ...
Hajime Seya +2 more
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